Recurrence Plots and Cross Recurrence Plots

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://tocsy.pik-potsdam.de/CRPtoolbox

• Commandline Recurrence Plots (by Norbert Marwan)
  allows for the creation of RPs and their quantification analysis for really long data series, commandline based, currently for Unix/ Linux and Win2k
  » http://tocsy.pik-potsdam.de/commandline-rp.php

• rqaGUI (by Stefan Schinkel)
  a Python frontend for the Commandline Recurrence Plots software
  » http://people.physik.hu-berlin.de/~schinkel/rqaci.html

• pyunicorn (by Jonathan Donges et al.)
  UNIfied COmplex Network and Recurrence aNalysis toolbox: a fully object-oriented Python package for the advanced analysis and modeling of complex networks and performing recurrence analysis, including recurrence networks
  » http://tocsy.pik-potsdam.de/pyunicorn.php

• PyRQA (by Tobias Rawald)
  Python package to perform recurrence quantification analysis (RQA) and to create recurrence plots in a massively parallel manner using the OpenCL framework
  » https://pypi.python.org/pypi/PyRQA/

• RecurrenceAnalysis.jl (by Helios De Rosario)
  Julia package for the exploration of chaos and nonlinear dynamics including recurrence plots and recurrence quantification analysis (RQA) and to create recurrence plots
  » https://github.com/heliosdrm/RecurrenceAnalysis.jl

• DynamicalSystems.jl (by JuliaDynamics)
  Julia package to perform recurrence quantification analysis (RQA) and to create recurrence plots
  » https://github.com/JuliaDynamics/DynamicalSystems.jl

• RSA (by Peter beim Graben)
  MATLAB code to perform recurrence grammar and recurrence structure analysis (RSA)
  » http://tocsy.pik-potsdam.de/recgram.php and http://tocsy.pik-potsdam.de/rsa.php

• Border effect corrections for RQA (by Hauke Kraemer)
  MATLAB code to calculate RPs and perform RQA with various border corrections schemes (according to H. Kraemer and N. Marwan, Phys. Lett. A, 2019)
  » https://zenodo.org/record/3384892

• crqa: Cross-Recurrence Quantification Analysis for Categorical and Continuous Time-Series (by Moreno I. Coco and Rick Dale)
  an R package for cross-recurrence quantification
  » http://cran.r-project.org/web/packages/crqa/

• casnet: An R toolbox for studying Complex Adaptive Systems and NETworks (by Fred Hasselmann)
  an R package with a collection of analytic tools for studying signals, including recurrence quantification analysis
  » https://github.com/FredHasselman/casnet

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

• RQA X (by Andrew Keller)
  an implementation of the original RQA software by Ch. Webber Jr. for Mac OSX
  » rqax.dmg (source code: rqax.zip)

• Visual Recurrence Analysis 4.9 (by Eugene Kononov)
  creation of RPs and computing the RQA measures, only for MS Windows, graphical user interface
  » http://visual-recurrence-analysis.software.informer.com/4.9/

• 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

• 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://paulbourke.net/fractals/fracdim/

• 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
  » https://www.ixellence.com/index.php/en/products/dataplore

• 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

• fNonlinear: Nonlinear and Chaotic Time Series Modelling (by Diethelm Wuertz and many others, see the SOURCE file)
  R package with similar functionality as the TISEAN package
  » http://cran.r-project.org/web/packages/fNonlinear/index.html

• 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 the older software 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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