BeginPackage["RecurrencePlots`"]

Embed::usage = "Embed[series, d] can be used to embed a time series to arbitraty dimensions \"d\"."

FindIndexOfNeighbours::usage="FindIndexOfNeighbours[i,series,r] returns the index number of those elements of \"series\" whose distance is not greater than \"r\" to the element with the index number \"i\"."

FindNeighbours::usage="FindNeighbours[i,series,r] returns a 2-dim list with the i'th element of \"series\" and with a list of elements of \"series\" whose distance is  not greater than \"r\" to the element with the index number \"i\"."

RecurrencePlot::usage="RecurrencePlot[series,r] returns a Recurrence
Plot of \"series\" where \"r\" determines the distance and thus the
number of points n the plot. Series must first be transformed to
appropriate embedding dimension."

Begin["`Private`"]

Embed[data_,dim_]:=Partition[data,dim,1];

FindIndexOfNeighbours[start_,data_, r_]:=
  Module[{var, next, neighbourlist={}},
If[ Length[Dimensions[data]]==1,
(* then: one dimensionsal *)
Do[
  If[Abs[data[[start]]-RotateLeft[data, start][[i]]]<r,
  next=Mod[i+start, Length[data]]/. 0->Length[data];
    If[next<Length[data],
    AppendTo[neighbourlist, next]
    ]
  ], {i,1,Length[data]-1}],
(* else: Dimension =m *)
Do[
  If[Sqrt[Plus@@((data[[start]]-RotateLeft[data, start][[i]])^2)]<r,
  next=Mod[i+start, Length[data]]/. 0->Length[data];
    If[next<Length[data],
    AppendTo[neighbourlist, next]
    ]
  ],
{i,1,Length[data]-1}]
];neighbourlist
]

FindNeighbours[start_,data_, r_]:=
  Module[{indexlist,neighbours},
  indexlist = FindIndexOfNeighbours[start,data, r];
  neighbours = Table[data[[indexlist[[i]]]],{i,1,Length[indexlist]}];
  output = {{data[[start]]},neighbours};
output]

RecurrencePlot[data_, r_]:=
  Module[{plotlist},
If[Length[data]>150, Print["\nYou've got time to get a coffee now!"]];
  plotlist = Table[Map[Point[{i,#}]&, FindIndexOfNeighbours[i,data,r]],
  {i,2,Length[data]}];
Show[Graphics[{PointSize[0.004],plotlist}],Graphics[Line[{{0,0},{Length[data],Length[data]}}]], AspectRatio->1,Axes->True];]

End[]

EndPackage[]