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Recurrence Plots and Cross Recurrence Plots

Software/ Programmes

Filter by: MATLAB, Python, Julia, R, Java, C/C++, commandline, web app, standalone application [reset filter]

Available software for the creation and application of RPs and their quantitative analysis facilitates the spread of their application (no claim to completeness):

  1. CRP Toolbox for MATLAB
    last updateversion
    by Norbert Marwan (1998)
    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.
    » https://tocsy.pik-potsdam.de/CRPtoolbox

  2. RqaMatlab/ RqaPython

    by BARLab (2013)
    Simple MATLAB and Python functions to create RPs and perform RQA.
    » https://barlab.psych.ubc.ca/research/#section-tabbed-7-tab-0

  3. Recurrence quantification analysis (RQA) for MATLAB
    last update
    by Gaoxiang Ouyang (2014)
    Simple MATLAB functions for calculating recurrence plots and recurrence quantification analysis.
    » https://de.mathworks.com/matlabcentral/fileexchange/46765-recurrence-quantification-analysis-rqa

  4. RSA
    last commit
    by Peter beim Graben (2014)
    MATLAB code to perform recurrence grammar and recurrence structure analysis (RSA).
    » https://tocsy.pik-potsdam.de/rsa.php and https://tocsy.pik-potsdam.de/recgram.php

  5. hctsa: highly comparative time-series analysis
    release
    by Ben Fulcher (2015)
    MATLAB package for time series classification using many time-series features, including recurrence time entropy.
    » https://github.com/benfulcher/hctsa/

  6. mdRQA

    by Sebastian Wallot (2016)
    Single function for MATLAB and R to calculate RP and RQA.
    » https://github.com/Wallot/MdRQA/

  7. Heterogeneous Recurrence Analysis Toolbox
    last update
    by Hui Yang (2016)
    A MATLAB toolbox for heterogeneous recurrence quantification analysis.
    » https://de.mathworks.com/matlabcentral/fileexchange/58250-heterogeneous-recurrence-analysis-toolbox

  8. PhaseRecurr(x,varar​gin)
    last update
    by Jordan Sorokin (2016)
    MATLAB function to calculate phasespace, distance matrix, and recurrence matrix of a time series.
    » https://de.mathworks.com/matlabcentral/fileexchange/56308-phaserecurr-x-varargin

  9. Tool box of recurrence plot and recurrence quantification analysis
    last update
    by Hui Yang (2016)
    A MATLAB toolbox for recurrence plot and recurrence quantification analysis.
    » https://mathworks.com/matlabcentral/fileexchange/58246-tool-box-of-recurrence-plot-and-recurrence-quantification-analysis

  10. Jorsorokin/ChaosAna​lysis

    by Jordan Sorokin (2018)
    A MATLAB package for decomposing, analyzing, and visualizing chaotic properties of time series data, including recurrence plots and RQA measures.
    » 
    https://de.mathworks.com/matlabcentral/fileexchange/67883-jorsorokin-chaosanalysis

  11. RQAToolbox
    last commit
    by Mike Richardson (2018)
    MATLAB scripts for RQA.
    » https://github.com/xkiwilabs/MATLAB-Toolboxes/

  12. ACYCLE: time-series analysis software for paleoclimate research and education
    release
    by Mingsong Li (2018)
    A MATLAB toolbox consisting of many time series analysis tools, including a simple recurrence plot creation. It is also available as a standalone application.
    » https://acycle.org/

  13. RQA and CRQA GUI-Application

    by Mike Richardson (2018)
    MATLAB scripts for a GUI-based RQA.
    » https://github.com/xkiwilabs/RQA-and-CRQA-GUI-Application/

  14. Recurrence Plot & Quantification
    last commitrelease
    by Hauke Kraemer and Norbert Marwan (2019)
    Simple MATLAB functions for calculating recurrence plots and recurrence quantification.
    » https://github.com/pucicu/rp/

  15. Border effect corrections for RQA
    last commit
    by Hauke Kraemer (2019)
    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

  16. CEPS: Analysis of Complexity and Entropy in Physiological Signals
    last update
    by Deepak Panday (2020)
    MATLAB GUI with wrapper to external software packages that include functions for calculating recurrence plots and recurrence quantification
    » https://bitbucket.org/deepak_panday/pipeline/

  17. Pattern Transition Detection Algorithm (PTDA)
    last update
    by Kathrin Viol (2020)
    MATLAB package for change point analysis including recurrence plots.
    » https://de.mathworks.com/matlabcentral/fileexchange/80380-pattern-transition-detection-algorithm-ptda

  18. NoLiTiA: An Open-Source Toolbox for Non-linear Time Series Analysis
    version
    by Clinical Systems Neuroscience, University Hospital Giessen & Marburg (2021)
    MATLAB Toolbox including methods for dynamical systems theory, recurrence qunatification analysis, and information theory.
    » https://nolitia.com/

  19. Cross recurrence plot and quantification analysis -CRP, CRQA
    last update
    by Hui Yang, Adam Meyers, and Mohammed Buqammaz (2021)
    A MATLAB toolbox providing functions for cross recurrence plot (CRP) and cross recurrence quantification analysis (CRQA).
    » https://de.mathworks.com/matlabcentral/fileexchange/100164-cross-recurrence-plot-and-quantification-analysis-crp-crqa

Comparison of the calculation speeds and between some of the software can be found in:


Recurrence Plots Online

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

Mathematica Demonstrations Project:
Recurrence-Based Representations of the Logistic Map




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Please respect the copyrights! The content of this web site is protected by a Creative Commons License. You may use the text or figures, but you have to cite this source (www.recurrence-plot.tk) as well as N. Marwan, M. C. Romano, M. Thiel, J. Kurths: Recurrence Plots for the Analysis of Complex Systems, Physics Reports, 438(5-6), 237-329, 2007.

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