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RQA using sampling approach RQA_Samp

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/persons/resource/Marwan

Marwan,  Norbert       
Potsdam Institute for Climate Impact Research;

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Abstract
Julia function to approximate some of the measures of the recurrence quantification analysis (RQA). The calculation is performed in an efficient way by sampling a limited number of recurrence plot lines directly on the time series (and without preceeding calculation of the recurrence plot).