Export RT parameters and add them in rqa (#40)

use new function names and complete in @windowed
extend tests

Author: heliosdrm

src/RecurrenceAnalysis.jl

@@ -26,6 +26,8 @@ export embed,
        laminarity,
        trappingtime,
        maxvert,
+       meanrecurrencetime,
+       nmprt,
        rqa,
        sorteddistances,
        @windowed

src/rqa.jl

@@ -200,8 +200,7 @@ nmprt(x::ARM; kwargs) = maximum(verticalhistograms(x; kwargs...)[2])
     rqa(x; kwargs...)
 
 Calculate all RQA parameters of a recurrence matrix. See the functions
-`recurrencerate`, `determinism`, `dl_average`, `dl_max`, `divergence`, `dl_entropy`,
-`trend`, `laminarity`, `trappingtime` and `vl_max` for the definition of
+referred to below for the definition of
 the different parameters and the default values of the arguments.
 Using this function is much more efficient than calling all individual functions
 one by one.
@@ -214,16 +213,19 @@ structures.
 
 The returned value is a dictionary with the following keys:
 
-* "RR": recurrence rate (see `recurrencerate`)
-* "DET": determinsm (see `determinism`)
-* "L": average length of diagonal structures (see `dl_average`)
-* "Lmax": maximum length of diagonal structures (see `dl_max`)
-* "DIV": divergence (see `divergence`)
-* "ENTR": entropy of diagonal structures (see `dl_entropy`)
-* "TREND": trend of recurrences (see `trend`)
-* "LAM": laminarity (see `laminarity`)
-* "TT": trapping time (see `trappingtime`)
-* "Vmax": maximum length of vertical structures (`see `vl_max`)
+* "RR": recurrence rate (see [`recurrencerate`](@ref))
+* "DET": determinsm (see [`determinism`](@ref))
+* "L": average length of diagonal structures (see [`dl_average`](@ref))
+* "Lmax": maximum length of diagonal structures (see [`dl_max`](@ref))
+* "DIV": divergence (see [`divergence`](@ref))
+* "ENTR": entropy of diagonal structures (see [`dl_entropy`](@ref))
+* "TREND": trend of recurrences (see [`trend`](@ref))
+* "LAM": laminarity (see [`laminarity`](@ref))
+* "TT": trapping time (see [`trappingtime`](@ref))
+* "Vmax": maximum length of vertical structures (see [`vl_max`](@ref))
+* "MRT": mean recurrence time (see [`meanrecurrencetime`](@ref))
+* "RTE" recurrence time entropy (see [`rt_entropy`](@ref))
+* "NMPRT": number of the most probable recurrence time (see [`nmprt`](@ref))
 
 The keyword argument `onlydiagonal` (`false` by default) can be set to `true`
 in order to restrict the analysis to the recurrence rate and the parameters related
@@ -248,18 +250,21 @@ function rqa(x; onlydiagonal=false, kwargs...)
         kw_v = Dict(kwargs)
         haskey(kw_v, :theilervert) && (kw_v[:theiler] = kw_v[:theilervert])
         haskey(kw_v, :lminvert) && (kw_v[:lmin] = kw_v[:lminvert])
-        vhist = verticalhistograms(x; kw_v...)[1]
+        vhist, rthist = verticalhistograms(x; kw_v...)
         rr_v = recurrencerate(x; kw_v...)
         return Dict("RR"  => recurrencerate(x; kwargs...),
             "DET"  => _determinism(dhist, rr_d*length(x)),
             "L"    => _dl_average(dhist),
             "Lmax" => _dl_max(dhist),
             "DIV"  => 1.0/_dl_max(dhist),
             "ENTR"  => _dl_entropy(dhist),
-            "TREND"  => trend(x; kw_d...),
+            "TREND" => trend(x; kw_d...),
             "LAM"  => _laminarity(vhist, rr_v*length(x)),
             "TT"   => _vl_average(vhist),
-            "Vmax" => _vl_max(vhist)
+            "Vmax" => _vl_max(vhist),
+            "MRT"  => _rt_average(rthist),
+            "RTE" => _rt_entropy(rthist),
+            "NMPRT" => maximum(rthist)
         )
     end
 end

src/windowed.jl

@@ -1,14 +1,21 @@
 const rqa_funs = [
     :recurrencerate,
     :determinism,
-    :avgdiag,
-    :maxdiag,
+    :dl_average,
+    :dl_max,
     :divergence,
-    :rqaentropy,
+    :dl_entropy,
     :trend,
     :laminarity,
+    :vl_average,
+    :vl_max,
+    :vl_entropy,
     :trappingtime,
-    :maxvert
+    :rt_average,
+    :rt_max,
+    :rt_entropy,
+    :meanrecurrencetime,
+    :nmprt
     ]
 
 const rqa_types = Dict(
@@ -155,7 +162,10 @@ macro windowed(ex, options...)
                     "TREND"  => zeros(Float64,ni),
                     "LAM"  => zeros(Float64,ni),
                     "TT"   => zeros(Float64,ni),
-                    "Vmax" => zeros(Int,ni)
+                    "Vmax" => zeros(Int,ni),
+                    "MRT"  => zeros(Float64,ni),
+                    "RTE"  => zeros(Float64,ni),
+                    "NMPRT" => zeros(Int,ni)
                 )
                 for i=1:ni
                     local rqa_i = $ex

test/smallmatrix.jl

@@ -45,6 +45,9 @@ rmat = CrossRecurrenceMatrix(sparse(i,j,trues(length(i))))
         @test rqa_params["LAM"] == 1.0
         @test rqa_params["TT"] == 33/23
         @test rqa_params["Vmax"] == 3
+        @test rqa_params["MRT"] == 33/12
+        @test rqa_params["RTE"] ≈ 1.286 atol=0.001
+        @test rqa_params["NMPRT"] == 4
     end
     @testset "With Theiler window" begin
         histograms = recurrencestructures(rmat, theiler=2)
@@ -64,6 +67,9 @@ rmat = CrossRecurrenceMatrix(sparse(i,j,trues(length(i))))
         @test rqa_params["LAM"] == 1.0
         @test rqa_params["TT"] == 22/15
         @test rqa_params["Vmax"] == 3
+        @test rqa_params["MRT"] == 24/6
+        @test rqa_params["RTE"] ≈ 1.011 atol=0.001
+        @test rqa_params["NMPRT"] == 3
     end
     @testset "With minimum line" begin
         histograms = recurrencestructures(rmat, lmin=2)
@@ -83,6 +89,9 @@ rmat = CrossRecurrenceMatrix(sparse(i,j,trues(length(i))))
         @test rqa_params["LAM"] == 18/33
         @test rqa_params["TT"] == 18/8
         @test rqa_params["Vmax"] == 3
+        @test rqa_params["MRT"] == 15/3
+        @test rqa_params["RTE"] ≈ 0.637 atol=0.001
+        @test rqa_params["NMPRT"] == 2
     end
     @testset "Theiler and minimum line" begin
         histograms = recurrencestructures(rmat, theiler=2, lmin=2)
@@ -102,6 +111,9 @@ rmat = CrossRecurrenceMatrix(sparse(i,j,trues(length(i))))
         @test rqa_params["LAM"] == 12/22
         @test rqa_params["TT"] == 12/5
         @test rqa_params["Vmax"] == 3
+        @test rqa_params["MRT"] == 7.0
+        @test rqa_params["RTE"] ≈ 0.0 atol=0.001
+        @test rqa_params["NMPRT"] == 1
     end
 end