JuliaDynamics/RecurrenceAnalysis.jl

Improve performance with `fixedrate=true`

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#47 opened on Jan 17, 2019

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Description

In the calculation of recurrence matrices with fixed recurrence rate there is the issue commented in #46 (indirectly calling distancematrix, which is expensive):

https://github.com/JuliaDynamics/RecurrenceAnalysis.jl/blob/2961a32b29e41ea1e3dc3d63f67e29d74948e5ab/src/matrices.jl#L220-L222

A function that gives the same result as quantile(distancematrix(x,y), ε) without calling distancematrix would help.


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