RECURRENCE PLOTS AND CROSS RECURRENCE PLOTS

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Variations of RPs
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Software/ Programmes

Free available software for the creation of RPs and their quantitative analysis facilitates the spread of their application (no requirement on completeness):

  • CRP Toolbox 5.5 (by Norbert Marwan)
    allows for the creation of RPs, CRPs as well as JRPs, quantification analysis of RPs, CRPs and JRPs includes the new measures of complexity as LAM and TT, time scale alignment tool based on CRPs and further useful tools and methods of nonlinear time series analysis and data preparation are provided, platform independent (for Matlab), both usage of graphical user interface as well as commandline call is possible, a plugin is available enabeling the computation of RPs and RQA of long data series
    » http://www.agnld.uni-potsdam.de/~marwan/toolbox (site info)

  • Commandline Recurrence Plots (by Norbert Marwan) updated
    allows for the creation of RPs and their quantification analysis for really long data series, commandline based, currently for Unix/ Linux and Win2k
    » http://www.agnld.uni-potsdam.de/~marwan/6.download/rp.php (site info)

  • rqaGUI (by Stefan Schinkel) updated
    a Python frontend for the Commandline Recurrence Plots software
    » http://www.agnld.uni-potsdam.de/~schinkel/rqagui.php (site info)

  • RQA Software 13.1 (by Charles Webber Jr.)
    allows for the creation of RPs as well as CRPs and their quantification, only for DOS, commandline based
    » http://homepages.luc.edu/~cwebber (site info)

  • RQA X (by Andrew Keller)
    an implementation of the original RQA software by Ch. Webber Jr. for Mac OSX
    » http://rqa.akeller.org (site info)

  • Visual Recurrence Analysis 4.9 (by Eugene Kononov)
    creation of RPs and computing the RQA measures, only for MS Windows, graphical user interface
    » http://nonlinear.110mb.com/vra/ (site info)

  • Bios Analyzer (by Lazar Kovacevic)
    Python based nonlinear data analysis software, allows the creation of RPs and isometric RPs, graphical user interface
    » http://www.inverudio.com/programs/BiosAnalyzer/BiosAnalyzer.php (site info)

  • RecPlot 1.0 (by Krishna Nayak)
    creation of RPs and computing the correlation and Hausdorff dimensions, source code available, commandline based
    unfortunately, not available anymore

  • RecurrencePlots (by Max Keilbach)
    a simple package for Mathematica which can create and visualize recurrence plots (a brief example: recurrenceplot.nb, screenshot)
    » RecurrencePlots.ma

  • RecurrencePlots (by Paul Bourke)
    two C programmes (source code) for creation distance and recurrence plots as bitmap files (I could not create a running compilation from this code), commandline based
    » http://astronomy.swin.edu.au/~pbourke/fractals/recurrence/ (site info)

  • Dataplore 2.2 (by ixellence GmbH)
    commercial software for data analysis which includes a function to compute a recurrence plot (only RPs due to Eckmann et al. (1987) are supported), available for Windows and some Unix
    » http://www.ixellence.com/dataplore (site info)

  • TISEAN 3.01 (by Rainer Hegger, Holger Kantz and Thomas Schreiber)
    many tools and methods from nonlinear time series analysis, regarding the recurrence based analysis only RPs can be created, free source code, binary executables for OSF, Linux and Windows, commandline based
    » http://www.mpipks-dresden.mpg.de/~tisean (site info)

  • RCPLOT (by Tom Wouters)
    a Java implementation of recurrence plots, source code available, should be implemented in own programmes (not stand-alone)
    not available anymore

  • GenomDiff (by Claus Wimmer)
    a Java implementation of a dot matrix for Genome comparison
    » http://sourceforge.net/projects/genomdiff/

A comparison between some of these programmes can be found in:

  • J. Belaire-Franch, D. Contreras: Recurrence Plots in Nonlinear Time Series Analysis: Free Software, Journal of Statistical Software 7(9) (2002).

Recurrence Plots Online

Try out online, what recurrence plots are:
Recurrence Plots Online




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