Heuristically determine a threshold for synchronisation

Heuristically determine a threshold for synchronisation

samplingBasedThreshold(
  t1,
  t2,
  window_size,
  m,
  t,
  num_samples = 5000,
  alpha = 0.01
)

Arguments

window_size

integer; size of the window

m

embedding dimension

t

time-delayed embedding

num_samples

integer; number of samples to determine empirical distribution

alpha

numeric; alpha level to determine threshold based on empirical null distribution