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<html> <head><title>General constrained randomization</title></head><body bgcolor="#ffffff"><h3><a name="top"></a>General constrained randomization</h3>See the <a href="../surropaper/node16.html">paper</a> for anintroduction to general constrained randomization of time series.This page describes an <a href="randomize_extend.html">extendable</a> family of routines for the generation ofannealed surrogate data. <p><h4>Current members of the family</h4>Standard nonlinearity tests <ul><li><a href="randomize_auto.html">randomize_auto_exp_random</a> <li><a href="randomize_auto.html#autop">randomize_autop_exp_random</a> </ul>Nonlinearity test for unevenly sampled time series <ul><li><a href="randomize_uneven.html">randomize_uneven_exp_random</a> </ul>Nonlinearity test for event time sequences <ul><li><a href="randomize_spike.html">randomize_spikeauto_exp_random</a> <li><a href="randomize_spike.html#spikespec">randomize_spikespec_exp_event</a> </ul><h4><a name="generic"></a>Generic calling sequence</h4><p><font color=blue><tt>randomize_</tt><em>cost</em><tt>_</tt><em>cool</em><tt>_</tt><em>perm</em><tt>[-n# -u# -I# -o </tt><em>outfile</em><tt> -l# -x# -c#[,#] -m# -V# -h] <br> [</tt><em>cost function options</em><tt>] [</tt><em>cooling options</em><tt>] [</tt><em>permutation options</em><tt>] </tt><em>file</em></font><blockquote><br> <font color=blue><tt> -n </tt></font>number of surrogates (default 1)<br> <font color=blue><tt> -u </tt></font>improvement factor before write(default 0.9 = if 10% better)<br> <font color=blue><tt> -I </tt></font>seed for random numbers (0)<br> <font color=blue><tt> -l </tt></font>maximal number of points to be processed (default all) <br> <font color=blue><tt> -x </tt></font>number of values to be skipped (0) <br> <font color=blue><tt> -c </tt></font><a href=../general.html#columns>columns to be read</a> (1 or file,#) <br> <font color=blue><tt> -m </tt></font>number of components (ignored for scalar data) <br> <font color=blue><tt> -o </tt></font><a href=../general.html#outfile>output file name</a>, just<font color=blue><tt> -o </tt></font>means <font color=blue><em>file</em></font><font color=blue><tt>_rnd(_nnn)</tt></font><br> <font color=blue><tt> -V </tt></font><a href=../general.html#verbosity>verbosity level</a> (0 = only fatal errors)<br> <font color=blue><tt> -h </tt></font>show usage message <p> <a href=../general.html#verbosity>verbosity level</a> (add what you want):<p> <font color=blue> 1</font> = input/output<br> <font color=blue> 2</font> = current value of cost function upon printable improvement<br> <font color=blue> 4</font> = cost mismatch<br> <font color=blue> 8</font> = temperature etc. at cooling<br> <font color=blue> 16</font> = verbose cost if improved<br> <font color=blue> 32</font> = verbose cost mismatch</blockquote>The variables <font color=blue><em>cost</em></font>, <fontcolor=blue><em>cool</em></font>, and <fontcolor=blue><em>perm</em></font> expand to one of the implemented <a href="randomize_cost.html">cost functions</a>, <a href="randomize_cool.html">cooling schemes</a>, and<a href="randomize_perm.html">permutation schemes</a>. Each of these may have their specificoptions 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 dataand implemented in the form of a cost function which is minimized by the methodof simulated annealing.<p>Output is written to<font color=blue><em>file</em><tt>_rnd_</tt><em>nnn</em></font>, n=1...<em>number</em>,also at intermediate stages specified by <font color=blue><tt>-u</tt></font>.<p>This family of routines is based on<blockquote>T. Schreiber<br><a href="http://xxx.lanl.gov/abs/chao-dyn/9909042"><em>Constrained randomization of time series data</em></a><br><a href="http://ojps.aip.org/journals/doc/PRLTAO-home/top.html">Phys. Rev. Lett.</a> <b>80</b>, 2105 (1998).</blockquote><p><a href="../contents.html">Table of Contents</a> * <a href="../../index.html" target="_top">TISEAN home</a></body></html>
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