FourierRand {WaveletComp} | R Documentation |
Simulation of a surrogate for a given time series x by Fourier randomization
Description
It simulates a surrogate with similar Fourier spectrum for a given time series x 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.
This code has been developed by Huidong Tian (archived R package WaveletCo
).
Usage
FourierRand(x)
Arguments
x |
the given time series |
Value
A surrogate series for x is returned which has the same length and a similar Fourier spectrum.
Author(s)
Code developed by 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
, SurrogateData
, AR
, ARIMA
[Package WaveletComp version 1.2 Index]