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Detection of linear and nonlinear dependencies in time series using the method of surrogate data in S-PLUS
1Program 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
Computer Methods and Programs in Biomedicine
|August 29, 2000
Abstract:
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.