FourierRand function

Simulation of a surrogate for a given time series x by Fourier randomization

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).

FourierRand(x)

Arguments

• x: the given time series

Returns

A surrogate series for x is returned which has the same length and a similar Fourier spectrum.

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.

Author(s)

Code developed by Huidong Tian.

See Also

analyze.wavelet, analyze.coherency, SurrogateData, AR, ARIMA