Detection of linear and nonlinear dependencies in time series using the method of surrogate data in S-PLUS.
A general implementation of the method of surrogate data in the S programming language for use with the S-PLUS statistical package is presented. We illustrate the application of the S functions to testing hypotheses about a human heart rate time series and demonstrate that there is evidence for both linear and nonlinear dependencies. We expect these S functions will be useful for the application of the method of surrogate data to the analysis of biomedical time series using the S-PLUS statistical software package.
Moore
J H
JH
Program in Human Genetics, Department of Molecular Physiology and Biophysics, Vanderbilt University Medical School, 519 Light Hall, Nashville, TN 37232-0700, USA. moore@phg.mc.vanderbilt.edu
D003627:Data Interpretation, Statistical; D006339:Heart Rate; D006801:Humans; D016014:Linear Models; D008991:Monitoring, Physiologic / Q000379:methods; D017711:Nonlinear Dynamics; D011381:Programming Languages; D013997:Time Factors