ConNEcT (version 0.7.27)

permutAD: Generate data with permutation-based approach accounting for auto-dependence

Description

This function generates a new time serie with exactly the same relative frequency as the original one, and a similar auto-dependence by cutting the original variable in segments and shuffeling these segements.

Usage

permutAD(vec, nBloks = 10)

Arguments

vec

Time series vector

nBloks

positive integer indicating the number of segements/blocks (default 10)

Value

Time series vector with exactly the same relative frequency and a similar auto-dependence as the original vector

Examples

# NOT RUN {
ts=rep(c(1,1,1,1,1,0,0,0),15)
permutAD(ts,nBloks=11)
# }