Nothing
surrogate.ts <- function (ts, distr.ts=NULL, trans.ts=NULL, nbreaks=10) {
if (NCOL(ts)==1) {
ts=cbind(1:NROW(ts), ts)
}
surr.ts=numeric(length=NROW(ts))*NA
if (is.null(trans.ts)) {
## Determine transition probabilities
distr.ts <- cut(ts[,2], quantile(ts[,2], seq(0, 1, len = (nbreaks+1))),
include.lowest = TRUE, labels=FALSE)
trans.ts=matrix(nrow=nbreaks, ncol=nbreaks, 0)
for (i in 1:(NROW(ts)-1)) {
trans.ts[distr.ts[i], distr.ts[i+1]]=trans.ts[distr.ts[i], distr.ts[i+1]]+1
}
trans.ts=trans.ts/rowSums(trans.ts)
}
## Construct surrogate time series
surr.ts=numeric(length=NROW(ts))*NA
v0.ind.ts=sample(1:NROW(ts), size=1)
v0.ts=ts[v0.ind.ts, 2]
b0.ts=distr.ts[v0.ind.ts]
surr.ts[1]=v0.ts
for (i in 2:(NROW(ts))) {
b1.ts=sample(1:nbreaks, size=1, prob=trans.ts[b0.ts,])
v1.ind.ts=sample(which(distr.ts==b1.ts), size=1)
v1.ts=ts[v1.ind.ts, 2]
surr.ts[i]=v1.ts
v0.ind.ts=v1.ind.ts
b0.ts=b1.ts
}
return(list(surr.ts=cbind(ts[,1], surr.ts), trans=trans.ts, distr=distr.ts))
}
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