ar1sur: AR1 surrogates for irregularly sampled time series.

Description Usage Arguments Value Note Author(s) References See Also Examples

View source: R/ar1sur.R

Description

This function generates time series with a lag-1 autocorrelation mimicking that of the supplied data.

Usage

1
ar1sur(X, N = 3)

Arguments

X

zoo-object, time series for which surrogates are to be generated.

N

Integer number of surrogates desired

Value

List of surrogate time series

Note

Time series with linear trends should be detrended prior to modeling. The estimation of the autocorrelation strength will otherwise likely fail.

Author(s)

Kira Rehfeld

References

Rehfeld, K., Marwan, N., Heitzig, J. and Kurths, J. (2011) Comparison of correlation analysis techniques for irregularly sampled time series, Nonlinear Processes in Geophysics, 18 (3), pp. 389-404. doi:10.5194/npg-18-389-2011

See Also

car

Examples

1
ar1sur(zoo(rnorm(100)))

krehfeld/nest documentation built on May 28, 2019, 12:33 a.m.