smap_surrogates: Perform Surrogate Test For Nonlinearity

In luke-a-rogers/pbsedm: An R package to implement some of the methods of empirical dynamic modelling

Perform Surrogate Test For Nonlinearity

Description

See pbsSmap vignette for example use.

Usage

smap_surrogates(
  N,
  lags,
  theta,
  p = 1L,
  first_difference = FALSE,
  centre_and_scale = FALSE
)

Arguments

N	A data frame with named columns for the response variable and covariate time series.
lags	A list of named integer vectors specifying the lags to use for each time series in N.
theta	The numeric local weighting parameter.
p	The integer forecast distance.
first_difference	Logical. First-difference each time series?
centre_and_scale	Logical. Centre and scale each time series?

Value

[numeric()] Quantile for empirical delta rho among surrogates

luke-a-rogers/pbsedm documentation built on June 3, 2024, 5:20 a.m.