SurrogateData: Surrogate time series for significance testing

In rEDM: Empirical Dynamic Modeling ('EDM')

Surrogate time series for significance testing

Description

Generate surrogate series (random_shuffle, ebisuzaki phase randomisation, or seasonal).

Usage

SurrogateData(ts, method = c("random_shuffle", "ebisuzaki", "seasonal"),
              num_surr = 100, T_period = 1, alpha = 0)

Arguments

ts	Numeric time-series vector to generate surrogates for.
method	Surrogate method: "random_shuffle", "ebisuzaki", or "seasonal".
num_surr	Number of surrogate series to generate.
T_period	Seasonal period (seasonal method).
alpha	Gaussian-noise standard deviation (seasonal method).

Value

A numeric matrix with length(ts) rows and num_surr columns.

Examples

SurrogateData(sin(1:100), method = "ebisuzaki", num_surr = 5)

rEDM documentation built on Aug. 30, 2026, 9:07 a.m.