ns
surrogate samples from the original data
x
. If fft
is FALSE
, then x
is mixed in
temporal order, so that all temporal dependencies are eliminated, but
the histogram of the original data is preserved. If fft
, then
surrogate data with the same spectrum as x
is computed by
randomizing the phases of the Fourier coefficients of x
. If in
addition amplitude
is TRUE
, then also the amplitude
distribution of the original series is preserved.
Missing values are not handled.surrogate (x, ns = 1, fft = FALSE, amplitude = FALSE)
ns
columns and length{x}
rows containing
the surrogate data. Each column contains one surrogate sample.sample