Description Usage Arguments Value Author(s) References Examples
View source: R/phase_scramble.R
A time series can be 'phase scrambled' by randomly reordering the Fourier components in the frequency domian, and then inverse Fourier transforming. This procedure will produce time series that are unrelated to the input time series in all ways other than having the same power spectrum.
1 | phase_scramble(fft_of_signal)
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fft_of_signal |
The forward Fourier Transform of the timeseries: fft_of_signal <- fft(signal) |
series_scr |
The phase-scrambled real-valued series |
Peter Thejll and Bo Christiansen
J. Theiler, D. Prichard, Constrained-realization Monte-Carlo method for hypothesis testing, Physica D 94 (1996) 221–235
1 2 | fft_signal <- fft(series)
series_scrambled <- phase_scramble(fft_signal)
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