Description Usage Arguments Value Author(s) References Examples
View source: R/phase_scramble2.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_scramble2(series)
|
series |
The series you want to get phase-scrambled copies of |
series_scrambled |
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 3 | org_series <- series
IOseries <- series
series_scrambled <- phase_scramble2(IOseries)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.