dh_surrogate: Generate a Davison and Hinkley's surrogate series. Randomises...
In kahaaga/tstools: Useful functions
Description
Generate a Davison and Hinkley's surrogate series. Randomises both
the phases and amplitudes in the frequency domain before inverting back
to the time domain. The resulting surrogates are not constrained to the
values of the original time series.
Usage
1
dh_surrogate(series)
Arguments
series
The series for which to generate a surrogate.
kahaaga/tstools documentation built on May 24, 2019, 5:01 a.m.
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Description
Generate a Davison and Hinkley's surrogate series. Randomises both the phases and amplitudes in the frequency domain before inverting back to the time domain. The resulting surrogates are not constrained to the values of the original time series.
Usage
1 | dh_surrogate(series)
|
Arguments
series |
The series for which to generate a surrogate. |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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