Detection of linear and nonlinear dependencies in time series using the method of surrogate data in S-PLUS
A general implementation of the method of surrogate data in the S programming language for use with the S-PLUS statistical package is presented. We illustrate the application of the S functions to testing hypotheses about a human heart rate time series and demonstrate that there is evidence for both linear and nonlinear dependencies. We expect these S functions will be useful for the application of the method of surrogate data to the analysis of biomedical time series using the S-PLUS statistical software package.
time series method of surrogate data s-plus permutation testing