rEDM (version 0.4.4)

make_surrogate_data: Generate surrogate data for permutation/randomization tests

Description

make_surrogate_data generates surrogate data under several different null models.

Usage

make_surrogate_data(ts, method = c("random_shuffle", "ebisuzaki", "seasonal"),
  num_surr = 100, T_period = 1)

Arguments

ts

the original time series

method

which algorithm to use to generate surrogate data

num_surr

the number of null surrogates to generate

T_period

the period of seasonality for seasonal surrogates (ignored for other methods)

Value

• A matrix where each column is a separate surrogate with the same length as ts.

Details

Method "random_shuffle" creates surrogates by randomly permuting the values of the original time series.

Method "Ebisuzaki" creates surrogates by randomizing the phases of a Fourier transform, preserving the power spectra of the null surrogates.

Method "seasonal" creates surrogates by computing a mean seasonal trend of the specified period and shuffling the residuals.

See test_nonlinearity for context.

Examples

data("two_species_model")
ts <- two_species_model$x[1:200]
make_surrogate_data(ts, method = "ebisuzaki")