Description Usage Arguments Value Examples
Circulant embedding is used to simulate the time series data n times as time series with the same frequency characteristics like the original time series (Percival & Constantine, 2006). The resulting simulated time series are scaled to the mean and standard deviation of the original time series.
1 | circ_embed(x, n = 1000)
|
x |
original time series |
n |
number of simulations (must be a multiple of 2) |
a data.frame with n simulated times series in columns.
1 2 | x <- rnorm(100)
xsim <- circ_embed(x)
|
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