### General constrained randomization

See the paper for an
introduction to general constrained randomization of time series.
This page describes an extendable
family of routines for the generation of
annealed surrogate data.

#### Current members of the family

Standard nonlinearity tests
Nonlinearity test for unevenly sampled time series
Nonlinearity test for event time sequences
#### Generic calling sequence

`randomize_`*cost*`_`*cool*`_`*perm*`
[-n# -u# -I# -o `*outfile*` -l# -x# -c#[,#] -m# -V# -h] `

[*cost function options*`] [`*cooling options*`] [`*permutation options*`] `*file*

` -n `number of surrogates (default 1)

` -u `improvement factor before write
(default 0.9 = if 10% better)

` -I `seed for random numbers (0)

` -l `maximal number of points to be processed (default all)

` -x `number of values to be skipped (0)

` -c `columns to be read (1 or file,#)

` -m `number of components (ignored
for scalar data)

` -o `output file name, just` -o `means *file*`_rnd(_nnn)`

` -V `verbosity level (0 = only fatal errors)

` -h `show usage message
verbosity level (add what you want):

1 = input/output

2 = current value of cost function upon printable improvement

4 = cost mismatch

8 = temperature etc. at cooling

16 = verbose cost if improved

32 = verbose cost mismatch

The variables *cost*, *cool*, and *perm* expand to one of the implemented
cost functions,
cooling schemes, and
permutation schemes.
Each of these may have their specific
options which are described under each module. In general, a one-column file
is read and the values are permuted randomly under certain constraints.
These constraints are usually (but not necessarily) derived from the data
and implemented in the form of a cost function which is minimized by the method
of simulated annealing.
Output is written to
*file*`_rnd_`*nnn*, n=1...*number*,
also at intermediate stages specified by `-u`.

This family of routines is based on

T. Schreiber

*Constrained randomization of time series data*

Phys. Rev. Lett.
**80**, 2105 (1998).

Table of Contents * TISEAN home