car: Coupled AR-1 processes

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

View source: R/car.R

Description

Generate coupled AR-1 processes on arbitrary time axes

Usage

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car(tx, ty, coupl_strength, phi, lag, nsur = 1)

Arguments

tx

time axis for time series 1 (vector)

ty

time axis for time series 2

coupl_strength

Double value between -1 and 1

phi

Autocorrelation of the time series 1

lag

Time lag for the coupling

nsur

Number of realizations to be generated

Value

List of time series

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

generate_t,ar1sur,

Examples

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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)

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