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surrogate
2012 Jan 17
0
RTisean generating multivariate surrogates;
...but the limit appears to be ~50% of the length of the input matrix.
There probably is a legitimate reason behind this but I can't find
mention of this either in the RTisean documentation or the TISEAN
website.
Similarly, examples in the literature from the authors (Schreiber and
Schmitz. 2000. Surrotate time series. Physica D 142.346-382) do not
appear to suffer from this truncation.
Varying the arguments for the "surrogates" function do not fix the
truncation and some of the arguments don't seem to be functional:
----
surrogates {RTisean} R Documentation
surrogates(series, n = 1,...