CRP toolbox and Webber's RQA software

How to compare the results of the various software available.
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Affiliation (Univ., Inst., Dept.): Potsdam Institute for Climate Impact Research, Germany
Location: Potsdam, Germany
Location: Potsdam Institute for Climate Impact Research, Germany

CRP toolbox and Webber's RQA software

Post by Norbert »

The RQA measures derived from the CRP toolbox and Webber's software are different by using the default settings, because they use other approaches of normalisation of the data.

The RQA software uses a specific normalisation of the computed distance matrix, whereas the CRP toolbox uses either no normalisation or a normalisation to a standard deviation of one and a mean of zero of the original data. However, with an appropriate data preparation and setting you can get the same results by using the CRP toolbox.

For compatibility use a Theiler window of size one and ensure that the data are normalised before by the same distance which is used in the RQA software; e.g. normalise with the maximal phase space diameter.

In the CRP toolbox, with the programme pss you can estimate the maximal distance of the phase space, which is reconstructed from the data. This maximal distance can be used for the normalisation of the data:

Code: Select all

Applying the command crqa on this normalised data, using a Theiler window of one and don't let crqa normalise the data (which is the defeault setting!), we will get the same RQA measures as the RQA software of Charles Webber does:

Code: Select all

 RQA=crqa(x_norm, dim, lag, e, [], [], l_min, v_min, 1, ...
          'euclidean', 'nonormalize', 'silent')
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Re: CRP toolbox and Webber's RQA software

Post by avoid11 »

How can I derive TREND parameter by using CRP Toolbox?
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