rEDM (version 2.0.2)

SurrogateData: Surrogate time series for significance testing

Description

Generate surrogate series (random_shuffle, ebisuzaki phase randomisation, or seasonal).

Usage

SurrogateData(ts, method = c("random_shuffle", "ebisuzaki", "seasonal"),
              num_surr = 100, T_period = 1, alpha = 0)

Value

A numeric matrix with length(ts) rows and num_surr columns.

Arguments

ts

Numeric time-series vector to generate surrogates for.

method

Surrogate method: "random_shuffle", "ebisuzaki", or "seasonal".

num_surr

Number of surrogate series to generate.

T_period

Seasonal period (seasonal method).

alpha

Gaussian-noise standard deviation (seasonal method).

Examples

SurrogateData(sin(1:100), method = "ebisuzaki", num_surr = 5)