function Y=surrogate(x,M)
Y=surrogate(x,M)
Generates M amplitude adjusted phase shuffled surrogate time series from x.
Useufel for testing the underlying assumption that the null hypothesis consists
of linear dynamics with possibly non-linear, monotonically increasing,
measurement function.
Required Input Parameters:
x
Nx1 vector of doubles
M
1x1 scalar specifying the number of surrogate time series to
generate.
Required Output Parameters:
Y
NxM vector of doubles
References:
[1] Kaplan, Daniel, and Leon Glass. Understanding nonlinear dynamics. Vol. 19. Springer, 1995.
Written by Ikaro Silva, 2014
Last Modified: November 20, 2014
Version 1.0
Since 0.9.8
See also MSENTROPY, SURROGATE