Tool box of recurrence plot and recurrence quantification analysis

Tool box of recurrence plot and recurrence quantification analysis

% This toolbox shows the examples to use the tool box of recurrence plot and
% recurrence quantification analysis
Functions include:
(1) %Estimates the time delayed mutual information of the data set

(2) %Determines the fraction of false nearest neighbors.

(3) produce a recurrence plot of the, possibly multivariate,
%data set. That means, for each point in the data set it looks for all
%points, such that the distance between these two points is smaller
%than a given size in a given embedding space.

(4) produce a threshold recurrence plot of the, possibly multivariate,
%data set. That means, for each point in the data set it looks for all
%points, such that the distance between these two points is smaller
%than a given size in a given embedding space.

(5) calculate the RQA statistics for a recurrence plot.

% If you find this toolbox useful, please cite the following paper:
% [1] H. Yang, “Multiscale Recurrence Quantification Analysis of Spatial Vectorcardiogram (VCG)
% Signals,” IEEE Transactions on Biomedical Engineering, Vol. 58, No. 2, p339-347, 2011
% DOI: 10.1109/TBME.2010.2063704
% [2] Y. Chen and H. Yang, "Multiscale recurrence analysis of long-term nonlinear and
% nonstationary time series," Chaos, Solitons and Fractals, Vol. 45, No. 7, p978-987, 2012
% DOI: 10.1016/j.chaos.2012.03.013