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make_surrogate_data

Generate surrogate data for permutation/randomization tests


Description

This is a wrapper function for generating surrogate time series using several different null models.

Usage

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

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)

alpha

standard deviation of seasonal cycle deviates.

Value

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

Examples

data = make_surrogate_data(block_3sp$x_t)

rEDM

Empirical Dynamic Modeling ('EDM')

v1.10.0
BSD_2_clause + file LICENSE
Authors
Joseph Park [aut, cre] (<https://orcid.org/0000-0001-5411-1409>), Cameron Smith [aut] (<https://orcid.org/0000-0003-0020-5607>), George Sugihara [aut, ccp] (<https://orcid.org/0000-0002-2863-6946>), Ethan Deyle [aut] (<https://orcid.org/0000-0001-8704-8434>), Erik Saberski [ctb] (<https://orcid.org/0000-0002-6475-6187>), Hao Ye [ctb] (<https://orcid.org/0000-0002-8630-1458>), The Regents of the University of California [cph]
Initial release
2021-12-19

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