Cross-recurrence quantification analysis of categorical and continuous time series: an R package

This paper describes the R package crqa to perform cross-recurrence quantification analysis of two time series of either a categorical or continuous nature. Streams of behavioral information, from eye movements to linguistic elements, unfold over time. When two people interact, such as in conversation, they often adapt to each other, leading these behavioral levels to exhibit recurrent states. In dialog, for example, interlocutors adapt to each other by exchanging interactive cues: smiles, nods, gestures, choice of words, and so on. In order for us to capture closely the goings-on of dynamic interaction, and uncover the extent of coupling between two individuals, we need to quantify how much recurrence is taking place at these levels. Methods available in crqa would allow researchers in cognitive science to pose such questions as how much are two people recurrent at some level of analysis, what is the characteristic lag time for one person to maximally match another, or whether one person is leading another. First, we set the theoretical ground to understand the difference between “correlation” and “co-visitation” when comparing two time series, using an aggregative or cross-recurrence approach. Then, we describe more formally the principles of cross-recurrence, and show with the current package how to carry out analyses applying them. We end the paper by comparing computational efficiency, and results’ consistency, of crqa R package, with the benchmark MATLAB toolbox crptoolbox (Marwan, 2013). We show perfect comparability between the two libraries on both levels.