CRP Toolbox Reference

twinsurr

Purpose

Creates twin surrogates for statistical tests.

Syntax

    y=twinsurr(x)
    y=twinsurr(x,m,t,e,'param1','param2')
    y=twinsurr(x,m,t,e,...,n)

Description

y=twinsurr(x) creates twin surrogates y based on the vector x using recurrences. The matrix y contains 100 columns of 100 twin surrogates. If x is a p × q matrix, the resulting surrogate matrix is p × q × 100.

y=twinsurr(x,m,t,e,...) creates twin surrogates using embedding dimension m, delay t, recurrence threshold e. The input arguments are similar to those of the command crp.

y=twinsurr(x,m,t,e,...,n) creates n surrogates (default is 100).

Example

    x = rand(3,1);
    a = [.8 .3 -.25 .9]';
    for i = 4:1000,
        x(i) = sum(a(1:3) .* x(i-1:-1:i-3)) + a(end) * randn;
    end
    xs = twinsurr(x,1,1,.1,'euc',10);

See Also

crp, recons

References

Thiel, M., Romano, M. C., Kurths, J., Rolfs, M., Kliegl, R.: Twin Surrogates to Test for Complex Synchronisation, Europhys. Lett., 75, 2006.

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