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CHANGELOG.md

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Changelog is kept with respect to version 1.0. This software follows SymVer2.0

2.6

  • Added surrogate methods: RelativePartialRandomization, SpectralPartialRandomization, RelativePartialRandomizationAAFT, and SpectralPartialRandomizationAAFT.

2.5

  • Moved to Julia extensions (requiring julia v1.9).

2.4

  • Calling pvalue with SurrogateTest is now parallelized over available threads.

2.3

  • pvalue is now correctly overloaded from StatsAPI.jl.

2.2

  • Implemented API for automating surrogate hypothesis tests using the new exported names SurrogateTest and pvalue.
  • New documentation section with an educative example of surrogate testing.

2.1

  • Added more padding modes to RandomCascade

2.0

API changes

  • SurrogateGenerators now have a field s into which surrogates are generated, avoiding unnecessary memory allocations. The
  • The wavelet (WLS) surrogate constructor now uses keywords arguments instead of positional arguments for some parameters.

New features

  • New surrogate methods: PartialRandomization, PartialRandomizationAAFT, TFTDAAFT, TFTDIAAFT, and RandomCascade.
  • Using the f keyword, it is now possible to select whether circular shifting at each wavelet coefficient level should be performed for WLS surrogates.

1.3

New features

  • The API now allows random number generator to be specified for all methods, enabling reproducibility
  • New surrogate methods: PseudoPeriodicTwin, IrregularLombScargle and TFTDRandomFourier.

Bug fixes

  • Fixed error in RandomFourier(true) and AAFT surrogates, where phases were not correctly computed, leading to surrogates whose power spectra didn't match the power spectrum of the original signal as well as they should. No other Fourier-based surrogate were affected by this bug.

1.2

  • New surrogate methods: AutoRegressive

1.1

  • New surrogate methods: CycleShuffle, ShuffleDimensions, CircShift