CRPs and twin surrogate data

General discussions and questions about recurrence plot related methods.

CRPs and twin surrogate data

Postby holistic » Wed Sep 3, 2014 18:03

Hi,

I was wondering how to create surrogate data with the twinsurr function for two time series in order to estimate the significance of the RR,DET .. values from their CRP. My idea was to generate 100 surrogate datasets for the first and 100 for the second time series, then calculate CRPs and RP measurement for all combinations of surrogate data, concatenate them to a vector and look at the 95 percentile of e.g. RRp.

I'm not sure if this is the best (or correct) way to do this :?
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Re: CRPs and twin surrogate data

Postby Norbert » Wed Sep 3, 2014 18:19

Yes, this is correct
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