SurrogateData {WaveletComp} | R Documentation |
Simulation of surrogates for a given time series x, subject to the specified method and parameters
Description
It simulates a surrogate for the time series x to be analyzed by wavelet transformation using either function
analyze.wavelet
or function analyze.coherency
. A set of surrogates is used for significance assessment
to test the hypothesis of equal periodic components.
Simulation is subject to model/method specification and parameter setting: Currently, one can choose from a variety of 6 methods (white noise, series shuffling, Fourier randomization, AR, and ARIMA) with respective lists of parameters to set.
The name and layout were inspired by a similar function developed by Huidong Tian (archived R package WaveletCo
).
Usage
SurrogateData(x, method = "white.noise", params = list(
AR = list(p = 1),
ARIMA = list(p = 1, q = 1, include.mean = TRUE, sd.fac = 1,
trim = FALSE, trim.prop = 0.01)))
Arguments
x |
the given time series | ||||||||||||||||||||||||||||||||
method |
the method of generating surrogate time series; select from:
Default: | ||||||||||||||||||||||||||||||||
params |
a list of assignments between methods (AR, and ARIMA) and lists of parameter values
applying to surrogates. Default: Default includes:
|
Value
A surrogate series for x is returned which has the same length and properties according to estimates resulting from the model/method specification and parameter setting.
Author(s)
Angi Roesch and Harald Schmidbauer; credits are also due to Huidong Tian.
References
Tian, H., and Cazelles, B., 2012. WaveletCo
.
Available at https://cran.r-project.org/src/contrib/Archive/WaveletCo/, archived April 2013; accessed July 26, 2013.
See Also
analyze.wavelet
, analyze.coherency
, AR
, ARIMA
, FourierRand