HVG function

A function to compute Horizontal Visibility Graphs and associated statistics

Calculates a Horizontal Visibility Graph

HVG(x, meth, maxL, rho)

Arguments

• x: A time series
• meth: A character string that describes the HVG method to use. Currently implemented: "HVG", "HVG_weighted", "LPHVG", "LPHVG_weighted".
• maxL: Maximum length of the time series.
• rho: Additional parameter

Returns

A list that contains the adjacency matrix, degree distribution, and further HVG-based statistics.

Details

Horizontal Visibility Graphs map a time series into a complex network. Following Luque, B., Lacasa, L., Ballesteros, F. and Luque, J., 2009. Horizontal visibility graphs: Exact results for random time series. Physical Review E, 80(4), p.046103. ATTENTION: This function is still in development and needs further testing!

Examples

x = arima.sim(model=list(ar = 0.3), n = 10^2)
HVG(x, meth = "HVG", maxL = 10^9, rho = NA)

References

Luque, B., Lacasa, L., Ballesteros, F. and Luque, J., 2009. Physical Review E, 80(4), p.046103.

Author(s)

Sebastian Sippel