powernoise {statcomp} | R Documentation |
Generates samples of power law noise.
powernoise(k, N)
k |
Power law scaling exponent |
N |
number of samples to generate |
Generates samples of power law noise. The power spectrum of the signal scales as f^(-k). The R function uses fft(), similarly to the knoise_fft Matlab function.
A named list with three entries is returned. x - N x 1 vector of power law samples
Sebastian Sippel and Holger Lange
powernoise_series = powernoise(k=2, N=10000)