ar1: Generate AR(1) surrogates

In astrochron: A Computational Tool for Astrochronology

Generate AR(1) surrogates

Description

Generate AR(1) surrogates. Implement shuffling algorithm of Meyers (2012) if desired.

Usage

ar1(npts=1024,dt=1,mean=0,sdev=1,rho=0.9,shuffle=F,nsim=1,genplot=T,verbose=T)

Arguments

npts	number of time series data points
dt	sampling interval
mean	mean value for AR1 surrogate series
sdev	standard deviation for AR1 surrogate series
rho	AR(1) coefficient
shuffle	Apply secondary shuffle of Gaussian deviates before AR modeling
nsim	Number of AR1 surrogate series to generate
genplot	generate summary plots (T or F)
verbose	verbose output (T or F)

Details

These simulations use the random number generator of Matsumoto and Nishimura [1998]. If shuffle = T, the algorithm from Meyers (2012, pg. 11) is applied: (1) two sets of random sequences of the same length are generated, (2) the first random sequence is then sorted, and finally (3) the permutation vector of the sorted sequence is used to reorder the second random number sequence. This is done to guard against potential shortcomings in random number generation that are specific to spectral estimation.

References

S.R. Meyers, 2012, Seeing red in cyclic stratigraphy: Spectral noise estimation for astrochronology: Paleoceanography, v. 27, PA3328.

astrochron documentation built on Sept. 30, 2024, 9:14 a.m.