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Generalized surrogates #530

Merged
merged 22 commits into from
Mar 27, 2024
Merged

Generalized surrogates #530

merged 22 commits into from
Mar 27, 2024

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CommonClimate
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This addresses part of #228

Done:

  • move phaseran() to tsutils
  • enable `phaseran() for surrogates
  • reform series.correlation() to work like Coherence.signif_test()
  • modify correlation unit tests to account for new methods
  • implement Surrogates for Coherence objects

To do:

  • enable fBm and power law Surrogates (emulate pens package)
  • unable surrogates for causality
  • implement Surrogates for Scalograms objects

While I was tinkering with Series.correlation(), I took the opportunity to also take care of #475

The most notable changes will therefore be for correlations, where the API was changed (sorry!). However, I did take pains to ensure backward compatibility with old terminology (isopersistent, isospec). At issue is the fact that we had various bits of code that did the same thing under different names. I renamed isopersistent to ar1sim and isospec to `phaseran1, but I'm open to doing it the other way around.

Note: this is time-sensitive as I was hoping to have this merged by 03/27 so @lionelvoirol can start working his spectral tests in the main branch, using this new infrastructure.

@CommonClimate CommonClimate requested a review from khider March 26, 2024 21:11
@CommonClimate CommonClimate merged commit 2d44c73 into master Mar 27, 2024
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@CommonClimate CommonClimate deleted the generalized_surrogages branch March 27, 2024 23:50
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2 participants