crqa (cross-recurrence quantification analysis)

crqa 2.0.3

Fixed minor bug on drpfromts() when method was mdcrqa. The argument datatype was forcing the input data to be in vector form, and should instead be left as a matrix. Added if statement to check (line 25)

Fixed bug on wincrqa() and windowdrp() to run windowed RQA on multidimensional data.
- Simplified output of wincrqa() now returning a dataframe
- Included new import from FSA() package to use diags() function.

Extension of recurrence analysis to multidimensional time-series data, and significant update of computational procedures in crqa()
- Added arguments: method, metric and datatype
- Improved method for phase-space reconstruction (line 207:237)
- Included computation of categorical entropy (line 411:420)
- Removal of argument checkl
Simplified structure of functions and better division between core and ancillary functions:
- crqa_helpers contains several functions previously exported (e.g., theiler or tt) that are now only accessed internally by the crqa() package.
New functions mdDelay() and mdFnn() to estimate Average Mutual Information and False Nearest Neighbours of multidimensional time-series.
Experimental piecewiseRQA() function created to better handle the computational load of large time-series.
optimizeParam() now works also with multidimensional time-series.

Deprecated functions: CTcrqa(), runcrqa(), calcphi(), takephi()
On crqa()
- improved error checking and warning messages (line 133:170)
- added two more ways of rescaling the distance matrix (line 252:272)
On plotRP() added arguments to improve the plotting of Recurrence Plots
drpdfromts() is now called drpfromts() and it has been rewritten to align with the new version of crqa().
A convenience function called numerify in crqa_helpers is automatically called when a user inputs categorical series (i.e., it contains either characters or factors) and this function is used to recode the levels of such time-series into numerical codes (to run crqa). A warning is send to the user when crqa().
windowdrp() has been rewritten to align with the new version of crqa().
wincrqa() has been rewritten to align with the new version of crqa() and better names for the output were provided.

plotRP() convenience function based on the standard plot() to visualize a Recurrence Plot

On crqa() added a few more checks (stop) if the data inputted did not comply with the function, and send a warning message.
drpdfromts() entirely rewritten around crqa() to better deal with continuous valued time-series.
runcrqa() fixed to fit with the revised functions: drpdfromts() and windowdrp(),
tt() fixed rBind (line 23 and 91) which was deprecated from the Matrix() package.
windowdrp()entirely rewritten around the new version of drpdfromts()
wincrqa() adjusted indexing of windows (line: 40:41)

On crqa() include a stop (line: 95:100) if time-series were shorter than their phase space reconstructed portaits
On optimizeParam() included argument typeami to set the type of ami() desired (either, minimum dip or maximum lag)

On checkts(). added argument pad (line: 38:67), which gives the option, in case of series of different length to extend the shortest sequence either with mean value (if the variable is in a continuous scale) or with a random label not present in either series (if the variable is categorical).
On crqa():
- Added default values for arguments in the call of the function.
- Included the argument side to select the region of the Recurrence Plot to extract measures on
- Included the argument checkl, a wrapper to call the function checkts() directly inside this function.
On optimizeParam():
- Added arguments min.rec and max.rec to the call.
- Added argument within par (fnnpercent) to estimate False Nearest Neighbours based on a percentage reduction with respect to first dimension (line: 199:241)
- Simplified code throughout and markedly improved the estimation of the radius (line: 299:360)
On runcrqa() included argument pad in the call to work with the revised version of checkts()
On wincrqa() added calculation of TREND (line: 64:87)

crqa 1.0.3 did not pass CRAN check because of DESCRIPTION (Depends field) and was resubmitted as 1.0.4.

Added theiler() function to choose the separation between values on the time series when specifying a delay reconstruction vector, i.e., the Theiler window.

On crqa() added theiler window (theiler(), line: 170:175)
On optimizeParam() improved calculation of average mutual information (line 56:119), and added estimation of radius within user specified expected recurrence values (line 237:284)
On runcrqa() added missing arguments when calling wincrqa() (line 104-110:112)
On tt() simplified calculation of laminarity (line 65)
On wincrqa() added missing arguments in the function call to exploit better functionality in crqa()

On crqa(): Implementation of embedding dimensions and phase space recostruction, added in line comments in the code.

First version of the package featuring the following original functions: