Surrogates

Now a separate package

Surrogate-data methods are no longer part of TimeseriesTools. They live in TimeseriesToolsSurrogates.jl, which depends on the (relatively heavy) TimeseriesSurrogates.jl. Keeping it out of the core package means using TimeseriesTools stays lightweight.

TimeseriesToolsSurrogates re-exports TimeseriesSurrogates, so a single import gives both the standard methods (FT, AAFT, IAAFT, …) and the additional spike-train, multivariate, and N-dimensional methods (RandomJitter, GammaRenewal, NDFT, NDAAFT, NDIAAFT, MVFT). When TimeseriesTools is also loaded, its extension makes the methods dispatch directly on SpikeTrain and ToolsArray, returning the same type.

using TimeseriesToolsSurrogates    # re-exports TimeseriesSurrogates
using TimeseriesTools              # enables the typed methods via an extension

x = Timeseries(randn(101, 101), 𝑡(1:101), Var(1:101))
s = surrogenerator(x, NDAAFT())()  # returns a ToolsArray with the same dimensions

See the TimeseriesToolsSurrogates documentation for the full method list.