randomize_perm.html

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<head><title>Permutation schemes</title></head>
<body bgcolor="#ffffff">
<h3>Permutation schemes</h3>

The <a href="randomize_extend.html" tppabs="http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.0/docs/wuppertal/randomize_extend.html">extendable</a> family of routines for the
generation of annealed surrogate data can accomodate different permutation
schemes. In this version, the most important module implements the exchange of
randomly chosen pairs. An (yet unimplemented) alternative is, at lower
temperatures,  to select pairs of comparable magnitudes in order to increase
the acceptance rate.

<p>For the particulat purpose of generating series of inter-event intervals, it
may be computationally better to exchange two adjacent intervals only, since in
that case only one event time changes.

<h4>Random pairs</h4>
<p>
<font
color=blue><tt>randomize_</tt><em>cost</em><tt>_</tt><em>cool</em><tt>_</tt><font
color=red><tt>random</tt></font><tt> [-X </tt><em>xfile</em><tt>]
[</tt><em>general options</em><tt>] [</tt><em>cost function options</em><tt>] [</tt><em>cooling options</em><tt>] </tt><em>file</em></font>
<blockquote>
     <font color=blue><tt> -X </tt><em>xfile</em></font>
   file containing list of indices excluded from permutation
</blockquote>
At each annealing step, one pair of values is exchanged. Here, two disjoint
indices are selected at random. It is possible to specify a list of indices
which shall be excluded from permutations. This can be useful if the data has
artefacts (e.g. zeroed gaps) and if the boundary points are to be kept fixed.
The file <font color=blue><em>xfile</em></font> is expected to contain one
(integer) index per line.
<p>

<h4>Adjacent intervals</h4>
<p>
<font
color=blue><tt>randomize_</tt><em>cost</em><tt>_</tt><em>cool</em><tt>_</tt><font
color=red><tt>event</tt></font><tt> 
[</tt><em>general options</em><tt>] [</tt><em>cost function options</em><tt>] [</tt><em>cooling options</em><tt>] </tt><em>file</em></font>
<p>
At each annealing step, one adjacent pair of inter-event intervals is 
exchanged. That is, one event time selected at random is changed.
Note that the first and last events are always ket fixed.
<p>

<a href="randomize.html" tppabs="http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.0/docs/wuppertal/randomize.html"><em>constrained randomization</em></a> *
<a href="../contents.html" tppabs="http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.0/docs/contents.html">Table of Contents</a> * <a href="../../index.html" tppabs="http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.0/index.html" target="_top">TISEAN home</a>
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