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C++ API

Function File: output = timerev (S)
Function File: output = timerev (S, delay)

Calculates time reversal assymetry statistic.

Accomplishes this using the following equation applied to each component separately: 

                3
 sum (y  - y   ) 
       n    n-d
------------------
                2
 sum (y  - y   )  
       n    n-d

Input

S

This function always assumes that each time series is along the longer dimension of matrix S. It also assumes that every dimension (counting along the shorter dimension) of S is considered a component of the time series.

delay

The delay for the statistic (’d’ in the equation above) [default = 1].

Output

The output is the calculated time reversal asymmetry statistic. It is calculated for each component separately and is alligned with the components, so if the input’s components were columns vectors the output will be a row vector and vice versa.

Algorithms

The algorithms for this functions have been taken from the TISEAN package.

Package: tisean