Conditional coupling divergence (PCCD)
Pointwise conditional coupling divergence (PCCD)
The conditional coupling convergence/divergence is a dynamic
coupling measure that can help investigating more complex and
The basic idea behind the concept of conditional coupling divergence
is that two points being neighbours in the common phase space of the
two systems, stay close to each other after a short step in time
, if the systems are coupled.
Thus the Conditional coupling divergence (PCCD) is defined as the probability of two points lying in
the common phase space segment of radius r around a reference
trajectoy, both at a starting time and after k time
"Conditional coupling divergence (PCCD)" has the following parameters:
Note that since this function operates on 'pure' time series, scales and shifts of the given signals do not affect the result.
- delay parameter tau (no. of samples) for phase space reconstruction,
- embedding dimension m,
- relative shift delta of 2nd signal (as no. of samples),
- number k of evolution steps,
- relative radius r,
- counting mode, either
- "Divergence (PCCD)" (0) or
- "Convergence (PCCC)" (1) and
- the normalization flag norm, which is either
- "No" (0) if not, or
- "Yes" (1) if a normalization is to be performed.
y = PCCD([x1,x2],tau,m,delta,k,r,mode,norm);
Mutual cross information, Pointwise transinformation,
Post event scan, Synchronicity histogram, Transinformation.