danm0nster / mdjrqa

Multidimensional Joint Recurrence Quantification Analysis

Multidimensional Joint Recurrence Quantification Analysis: detecting coupling between time series of different dimensionalities

This repository contains R (and LaTeX) scripts to replicate the figures in the working paper

Sebastian Wallot & Dan Mønster (2023). Multidimensional Joint Recurrence Quantification Analysis: detecting coupling between time series of different dimensionalities. arXiv: 2303.16907. DOI: 10.48550/arXiv.2303.16907

The working paper is available here:

• arXiv: 2303.16907
• Papers with code
• DOI: 10.48550/arXiv.2303.16907