rpde.m 7.06 KiB
function out=rpde(varargin)
% RPDE Computes the recurrence time entropy.
% Y=RPDE(X [,Y] [,param1,param2,...])
% Calculates the normalised entropy Y of the
% recurrence time distribution of time series X,
% also known as recurrence period density entropy (RPDE).
%
% Note: In contrast to the calculation of RPDE here,
% in CRQA a Theiler window is applied to the RP
% by default, resulting in different RPDE values.
% For comparison, you should ensure that the
% Theiler window in CRQA is set to 0.
%
% Examples: a = sin(0:.1:80);
% b = sin(0:.1:80) + .1 * randn(1,801);
% rpde(a,3,15,.1)
% rpde(b,3,15,.1)
%
% See also CRQA, TT.
%
% References:
% Little, M., McSharry, P., Roberts, S., Costello, D., Moroz, I.:
% Exploiting Nonlinear Recurrence and Fractal Scaling Properties
% for Voice Disorder Detection, Biomed. Eng. Online, 6, 2007.
% Copyright (c) 2010-
% Norbert Marwan, Potsdam Institute for Climate Impact Research, Germany
% http://www.pik-potsdam.de
%
% $Date$
% $Revision$
%
% $Log$
% Revision 5.2 2010/06/30 12:02:31 marwan
% Help text modified
%
% Revision 5.1 2010/06/21 10:56:20 marwan
% initial submission
%
%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% programme properties
global props
init_properties
lmin=1; % minimum length of white vertical lines to be considered
w=[]; method='max'; method_n=1; t=1; m=1; e=.1;
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% check the input
error(nargchk(1,10,nargin));
if nargout>1, error('Too many output arguments'), end
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% check and read the input
varargin{11}=[];
% transform any int to double
intclasses = {'uint8';'uint16';'uint32';'uint64';'int8';'int16';'int32';'int64'};
flagClass = [];
for i = 1:length(intclasses)
i_int=find(cellfun('isclass',varargin,intclasses{i}));
if ~isempty(i_int)
for j = 1:length(i_int)
varargin{i_int(j)} = double(varargin{i_int(j)});
end
flagClass = [flagClass; i_int(:)];
end
end if ~isempty(flagClass)
disp(['Warning: Input arguments at position [',num2str(flagClass'),'] contain integer values']);
disp(['(now converted to double).'])
end
i_double=find(cellfun('isclass',varargin,'double'));
i_char=find(cellfun('isclass',varargin,'char'));
nogui=0;
if nargin & isnumeric(varargin{1})
% check the text input parameters for method, gui
check_meth={'ma','eu','mi','nr','rr','fa','in','om','op','di'}; % maxnorm, euclidean, nrmnorm, fan, distance
check_gui={'gui','nog','sil'}; % gui, nogui, silent
temp_meth=0;
temp_gui=0;
if ~isempty(i_char)
for i=1:length(i_char),
varargin{i_char(i)}(4)='0';
temp_gui=temp_gui+strcmpi(varargin{i_char(i)}(1:3),check_gui');
temp_meth=temp_meth+strcmpi(varargin{i_char(i)}(1:2),check_meth');
end
method_n=min(find(temp_meth));
nogui=min(find(temp_gui))-1;
for i=1:length(i_char); temp2(i,:)=varargin{i_char(i)}(1:3); end
i_char(strmatch(check_gui(find(temp_gui)),temp2))=[];
if isempty(nogui), nogui=0; end
if isempty(method_n), method_n=1; end
if nogui>2, nogui=1; end
if method_n>length(check_meth), method0=length(check_meth); end
method=check_meth{method_n};
else
nogui=0;
if nargout
nogui=1;
action='compute';
end
end
if nogui==0
action='init';
else
action='compute';
end
% get the parameters for creating RP
if max(size(varargin{1}))<=3
error('To less values in data X.')
end
x=double(varargin{1});
if isempty(varargin{2}) | ~isnumeric(varargin{2}), y=x; else
y=double(varargin{2}); end
if sum(double(diff(x(:,1))<=0)), embed_flag=0; end
if (isnumeric(varargin{2}) & max(size(varargin{2}))==1) | ~isnumeric(varargin{2})
y=x;
if ~isempty(varargin{i_double(2)}), m=varargin{i_double(2)}(1); else m=1; end
if ~isempty(varargin{i_double(3)}), t=varargin{i_double(3)}(1); else t=1; end
if ~isempty(varargin{i_double(4)}), e=varargin{i_double(4)}(1); else e=.1; end
if ~isempty(varargin{i_double(5)}), w=varargin{i_double(5)}(1); else w=varargin{i_double(5)}; end
% if ~isempty(varargin{i_double(6)}), wstep=varargin{i_double(6)}(1); else wstep=1; end
else
if ~isempty(varargin{i_double(3)}), m=varargin{i_double(3)}(1); else m=1; end
if ~isempty(varargin{i_double(4)}), t=varargin{i_double(4)}(1); else t=1; end
if ~isempty(varargin{i_double(5)}), e=varargin{i_double(5)}(1); else e=.1; end
if ~isempty(varargin{i_double(6)}), w=varargin{i_double(6)}(1); else w=varargin{i_double(6)}; end
% if ~isempty(varargin{i_double(7)}), wstep=varargin{i_double(7)}(1); else wstep=1; end
end
else
error('No valid arguments.')
end
Nx=length(x); Ny=length(y);
if size(x,1)<size(x,2), x=x'; end
if size(y,1)<size(y,2), y=y'; end
if size(x,2)>=2
xscale=x(:,1);
if ~isempty(find(diff(xscale)<0)), embed_flag=0;end
else
xscale=(1:length(x))';
end
if size(y,2)>=2
yscale=y(:,1);
if ~isempty(find(diff(yscale)<0)), embed_flag=0;end
else
yscale=(1:length(y))';
end
if max(size(x))~=max(size(y)),
if ~nogui, errordlg('Data must have the same length.','Check Data'), else error('Data must have the same length.'), end
end
if e<0,
e=1;
if ~nogui
warndlg('The threshold size E can not be negative and is now set to 1.','Check Data')
h=findobj('Tag','crqa_eps');
set(h(1),'String',str2num(e))
else
disp('The threshold size E can not be negative and is now set to 1.'),
end
end
if t<1,
t=1;
if ~nogui
warndlg('The delay T can not be smaller than one and is now set to 1.','Check Data')
h=findobj('Tag','crqa_maxLag');
set(h(1),'String',str2num(t))
else
disp('The delay T can not be smaller than one and is now set to 1.')
end
end
if isempty(w), w=.5*Nx; wstep=1; end
% if w<2,
% w=2;
% if ~nogui, warndlg('The window size W exceeds the valid range.','Check Data')
% else, disp('The window size W exceeds the valid range.'), end
% end
if w>Nx,
w=Nx; wstep=1;;
if ~nogui, warndlg('The window size W exceeds the valid range.','Check Data')
else, disp('The window size W exceeds the valid range.'), end
end
t=round(t); m=round(m); w=round(w);% wstep=round(wstep);
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% compute
% calculate recurrence plot (RP)
X = crp(x,m,t,e,method,'sil');
% get recurrence times (in terms of vertical white lines in the RP)
[dummy1 dummy2 w] = tt(X);
w(w<lmin) = []; % if used with default lmin (=0),
% every white line will be considered, also
% such of length 1 (i.e. dots)
% get histogram (normalisation will be done in ENTROPY)
h = histc(w,[0:max(w)]+.5);
% calculate entropyout = entropy(h) / log(max(w));