iaaft_surrogate: Generate an iterated amplitude-adjusted Fourier transform...

Description Usage Arguments Value

Description

Generate an iterated amplitude-adjusted Fourier transform surrogate. Constrained to the values of the original time series.

Usage

1
iaaft_surrogate(series, n.max.iter = 150)

Arguments

series

The series for which to generate a surrogate.

n.max.iter

The maximum number of refinement.

Value

An iaaft representation of the original series, sticking to the original values of the series (but otherwise shuffled) and preserving the autocorrelation function of the original series.


kahaaga/tstools documentation built on May 24, 2019, 5:01 a.m.