twin_surrogate_cpp: Generate twin surrogate time series

View source: R/twin_surrogate.R

twin_surrogate_cppR Documentation

Generate twin surrogate time series

Description

twin_surrogate_cpp generates twin surrogate time series.

Usage

twin_surrogate_cpp(
  original,
  dim,
  num.iter,
  tau = 1,
  s = 0.875,
  surrogate.option = c("random", "phase_lock"),
  initial.point = c("same_season", "twins"),
  distance.method = c("norm", "euclid"),
  point.per.year = 24,
  s.update = c("on", "off"),
  n.twin.threshold = 10,
  output.message = F
)

Arguments

original

Original time series.

dim

Integer. Embedding dimension.

num.iter

Numeric. The number of surrogate to be generated.

tau

Numeric. Time delay in the embedded time series.

s

Numeric. Threshold for the twin in the recurrence plot.

surrogate.option

Character. If random, normal twin surrogate will be generated. If phase_lock, the periodicity of the time series will be preserved.

initial.point

Character. If same_season, twin surrogate time series starts with a point in a same season. If twins, twin surrogate time series starts with a twin point.

distance.method

Character. Specify how the distance between points in a state space is calculated.

point.per.year

Numeric. Specify how many observations were made in a unit time (e.g. 24 observations per year).

s.update

Character. If TRUE, update s if a sufficient number of twins is not found.

n.twin.threshold

Numeric. The minimum number of twins to be accepted.

output.message

Logical. If TRUE, show message.

Value

Twin surrogate time series.

Examples

# twin_surrogate_cpp(time_series, 3, 100)

ong8181/macam documentation built on Oct. 15, 2024, 7:04 a.m.