Surrogate Data

A number of generation methods for `surrogate' data, i.e., realisations of a time series under the a

This is a fairly specialised bunch of MATLAB code, with the sole intention of helping out people who really want to apply surrogate data testing in their projects. It is not a tutorial on what surrogate data is, or how they should be used. It simply contains a number of m-files for generating different types of surrogates (as, e.g., explained in Schreiber and Schmitz, 2000, Physica D, 142, 346--382).

Anyway, I know *I* would have been very, very happy if I had seen this collection a couple of years ago. ;P