Cross-Recurrence Quantification Analysis for Categorical and Continuous Time-Series

Cross-recurrence quantification analysis of two time-series, of either categorical or continuous values. It provides different methods for profiling cross-recurrence, i.e., only looking at the diagonal recurrent points, as well as more in-depth measures of the whole cross-recurrence plot, e.g., recurrence rate. Please refer to by Coco and Dale (2014) for further details about the method.


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install.packages("crqa")

1.0.8 by Moreno I. Coco, a month ago


Browse source code at https://github.com/cran/crqa


Authors: Moreno I. Coco and Rick Dale with contributions of James D. Dixon and John Nash


Documentation:   PDF Manual  


GPL (>= 2) license


Depends on Matrix, tseriesChaos, fields, plot3D, pracma


Depended on by crqanlp, sindyr.


See at CRAN