Description Usage Arguments Details Value Author(s) References Examples
View source: R/surrogate.data.R
Generates surrogate samples from the original time series.
1 | FFTsurrogate(time.series, n.samples = 1)
|
time.series |
The original time.series from which the surrogate data is generated. |
n.samples |
The number of surrogate data sets to generate, |
This function uses the phase randomization procedure for generating the surrogated data. This algorithm generates surrogate data with the same mean and autocorrelation function (and thus, the same power spectrum because of the Wiener-Khinchin theorem) as the original time series.
The phase randomization algorithm is often used when the null hypothesis being tested consist on the assumption that the time.series data comes from a stationary linear stochastic process with Gaussian inputs. The phase randomization preserves the Gaussian distribution.
A matrix containing the generated surrogate data (one time series per row).
Constantino A. Garcia
H. Kantz and T. Schreiber: Nonlinear Time series Analysis (Cambridge university press)
1 2 3 4 5 6 7 |
Loading required package: Matrix
Loading required package: rgl
Loading required package: tseries
Loading required package: TSA
Loading required package: leaps
Loading required package: locfit
locfit 1.5-9.1 2013-03-22
Loading required package: mgcv
Loading required package: nlme
This is mgcv 1.8-20. For overview type 'help("mgcv-package")'.
Attaching package: 'TSA'
The following objects are masked from 'package:stats':
acf, arima
The following object is masked from 'package:utils':
tar
Loading required package: Rcpp
Attaching package: 'nonlinearTseries'
The following object is masked from 'package:grDevices':
contourLines
Warning messages:
1: In rgl.init(initValue, onlyNULL) : RGL: unable to open X11 display
2: 'rgl_init' failed, running with rgl.useNULL = TRUE
3: .onUnload failed in unloadNamespace() for 'rgl', details:
call: fun(...)
error: object 'rgl_quit' not found
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