Nothing
library(nonlinearTseries)
context("Surrogate data generation")
test_that("the surrogate data has the same linear parameters of the original linear process", {
skip_on_cran()
set.seed(1)
tol = 10 ^ -7
# message("generating surrogate data...\n")
# message("checking power spectrum and mean...\n")
arma_pars = readRDS("../testdata/arma_pars.RDS")
for (i in seq_len(nrow(arma_pars))) {
original = arima.sim(n = 1000,
list(ar = as.numeric(arma_pars[i, 1:5]),
ma = as.numeric(arma_pars[i, 6:10]))
)
surrogate.data = drop(FFTsurrogate(original,n.samples = 1))
original.spectrum = as.numeric(abs(fft(original)) ^ 2)
surrogate.spectrum = as.numeric(abs(fft(surrogate.data)) ^ 2)
expect_equal( surrogate.spectrum, original.spectrum, tolerance = tol)
expect_equal( mean(surrogate.data), mean(original), tolerance = tol)
}
})
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