ar1 {astrochron}

Generate AR(1) surrogates

Description

Generate AR(1) surrogates. Implement shuffling algorithm of Meyers (2012) if desired.

Usage

ar1(npts=1024,dt=1,mean=0,sdev=1,rho=0.9,shuffle=F,nsim=1,genplot=T,verbose=T)

Arguments

npts

number of time series data points

dt

sampling interval

mean

mean value for AR1 surrogate series

sdev

standard deviation for AR1 surrogate series

rho

AR(1) coefficient

shuffle

Apply secondary shuffle of Gaussian deviates before AR modeling

nsim

Number of AR1 surrogate series to generate

genplot

generate summary plots (T or F)

verbose

verbose output (T or F)

Details

These simulations use the random number generator of Matsumoto and Nishimura [1998]. If shuffle = T, the algorithm from Meyers (2012, pg. 11) is applied: (1) two sets of random sequences of the same length are generated, (2) the first random sequence is then sorted, and finally (3) the permutation vector of the sorted sequence is used to reorder the second random number sequence. This is done to guard against potential shortcomings in random number generation that are specific to spectral estimation.

References

S.R. Meyers, 2012, Seeing red in cyclic stratigraphy: Spectral noise estimation for astrochronology: Paleoceanography, v. 27, PA3328.