Description Usage Arguments Value Author(s) References See Also Examples
Generates regular and irregular time axes with defined start, end, and sampling interval distribution.
1 | generate_t(dt = 1, tmin = 0, tmax = 100, method = "gamma", skew = 1)
|
dt |
Number giving the average time step |
tmin |
Number giving the minimum time step |
tmax |
Number giving the maximum time step |
method |
Sampling |
skew |
Number larger than zero giving the skewness of the gamma-distribution. |
Numeric vector containing monotonically increasing sampling times.
Kira Rehfeld
Rehfeld, K., Marwan, N., Heitzig, J., and Kurths, J.: Comparison of correlation analysis techniques for irregularly sampled time series, Nonlin. Processes Geophys., 18, 389-404, doi:10.5194/npg-18-389-2011, 2011.
generate_ar1
,generate_powlaw
,generate_ar1sins
1 2 3 4 5 6 7 8 9 10 11 12 | ## Generate one gamma-distributed and one regular time axis
tx<-generate_t(dt=1,tmin=0,tmax=100,method="gamma")
ty<-generate_t(dt=1,tmin=0,tmax=100,method="linear")
## Simulate one coupled AR1 process (see reference for details)
Proc<-car(tx,ty,coupl_strength=0.7,phi=0.5,lag=0,nsur=1)
## Bind the results to zoo time series
x<-zoo(Proc$x,order.by=tx)
y<-zoo(Proc$y,order.by=ty)
## Estimate the autocorrelation
phi.est=nexcf(x,lag=1,h=0.25)
## Estimate the cross-correlation
couplstr.est=nexcf(x=x,y=y,lag=0,h=0.05)
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