Confidence Intervals for RP-measures

[David]

Hi,

I was wondering how to compute the confidence intervals for e.g. DET/LAM measures like mentioned in the following paper with the CRP toolbox or by using some functions from it respectively: Marwan, N., Schinkel, S., & Kurths, J. (2013). Recurrence plots 25 years later —Gaining confidence in dynamical transitions

On the RP website I found this link: http://people.physik.hu-berlin.de/~schi ... ml#example but it seems to me these functions compute the CI's of the "local" distributions i.e. windowed RP's rather then one "global" CI's like in the paper above.

I appreciate any help

Thanks in advance

David

[Norbert]

Hi David,

yes, Stefan's solution on the Humboldt university website is different. It relates to this paper:

• S. Schinkel, N. Marwan, O. Dimigen, J. Kurths: Confidence bounds of recurrence-based complexity measures, Physics Letters A, 373(26), 2245–2250 (2009). DOI:10.1016/j.physleta.2009.04.045

For the 2013 paper I have some prototypical code. It was my plan to polish it and include this code in the CRP Toolbox for MATLAB. Unfortunately, I have not yet found time to do it.
No idea, when it will find its way into the toolbox. Sorry.

Best wishes
Norbert