Description Usage Arguments Value Author(s) References See Also Examples
Generate coupled AR-1 processes on arbitrary time axes
1 |
tx |
time axis for time series 1 (vector) |
ty |
time axis for time series 2 |
coupl_strength |
Double value between |
phi |
Autocorrelation of the time series 1 |
lag |
Time lag for the coupling |
nsur |
Number of realizations to be generated |
List of time series
Kira Rehfeld
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
1 2 3 4 5 6 7 | tx<-generate_t(dt=1,tmin=0,tmax=100,method="gamma")
ty<-generate_t(dt=1,tmin=0,tmax=100,method="gamma")
Proc<-car(tx,ty,coupl_strength=0.7,phi=0.5,lag=0,nsur=1)
x<-zoo(Proc$x,order.by=tx)
y<-zoo(Proc$y,order.by=ty)
phi.est=nexcf(x,lag=1,h=0.25)
couplstr.est=nexcf(x=x,y=y,lag=0,h=0.05)
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