Description Usage Arguments Value Author(s) References See Also
View source: R/SurrogateData.R
It simulates a surrogate for the time series x to be analyzed by wavelet transformation using either function
analyze.wavelet
or function analyze.coherency
. A set of surrogates is used for significance assessment
to test the hypothesis of equal periodic components.
Simulation is subject to model/method specification and parameter setting: Currently, one can choose from a variety of 6 methods (white noise, series shuffling, Fourier randomization, AR, and ARIMA) with respective lists of parameters to set.
The name and layout were inspired by a similar function developed by Huidong Tian (archived R package WaveletCo
).
1 2 3 4 
x 
the given time series 
method 
the method of generating surrogate time series; select from:
Default:  
params 
a list of assignments between methods (AR, and ARIMA) and lists of parameter values
applying to surrogates. Default: Default includes:

A surrogate series for x is returned which has the same length and properties according to estimates resulting from the model/method specification and parameter setting.
Angi Roesch and Harald Schmidbauer; credits are also due to Huidong Tian.
Tian, H., and Cazelles, B., 2012. WaveletCo
.
Available at https://cran.rproject.org/src/contrib/Archive/WaveletCo/, archived April 2013; accessed July 26, 2013.
analyze.wavelet
, analyze.coherency
, AR
, ARIMA
, FourierRand
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