| getFANRM2 {KarsTS} | R Documentation |
getFANRM2: creates a fixed amount of neighbours (FAN) matrix via console.
Description
This function creates a fixed amount of neighbours (FAN) matrix via console from a time series. To create a FAN matrix via interface, see the function createFAN.
Usage
getFANRM2(selTs, embedDim, lagDelay, threshold, theilerWin, fan)
Arguments
selTs |
A univarate time series in KarsTS format. |
embedDim |
The embedding dimension. |
lagDelay |
The delay (in lags). |
threshold |
The threshold. |
theilerWin |
The Theiler's window (in lags). |
fan |
The fixed amount of neighbours. |
Details
In case you do not want to embed your time series, set embedDim to 1 and lagDelay to 0. If you do not want to apply a Theiler's window, set theilerWin to 0. The threshold will determine in the first place the number of neighbors of each point; then, the fixed amount of neighbours will determine how many of those are kept. For example, if a point A has 10 neighbors (according to the threshold) and the fan is 5, the point A will have 5 neighbors in the output matrix. However, if a point B has only 4 neighbors (according to the threshold), the number of neighbors of B in the output matrix will be 4. If you want a matrix with a truly fixed amount of neighbors, give the threshold a value high enough to render it useless.
Value
A list containing the X and Y positions of the recurrent points in the FAN recurrence matrix.
Author(s)
Marina Saez Andreu
References
Marwan,R., Romano, M.C., Thiel,M., Kurths,J.(2007): Recurrence plots for the analysis of complex systems. Physics Reports 438, 237-329.