Unidimensional and Multidimensional Methods for Recurrence Quantification Analysis with crqa

Recurrence quantification analysis is a widely used method for characterizing patterns in time series. This article presents comprehensive survey conducting wide range of recurrence-based analyses to quantify the dynamical structure single and multivariate series, capture coupling properties underlying leader-follower relationships. The basics recurrence (RQA) all its variants are formally introduced step-by-step from simplest auto-recurrence most advanced case. Importantly, we show how such RQA methods can be deployed under computational framework R using substantially renewed version our crqa 2.0 package. package includes implementations several recent advances analysis, among them applications data, improved entropy calculations categorical data. We concrete example together with detailed description functions some guidelines on their usage.