New version of PLNoise: a package for exact numerical simulation of power-law noises
Computational Physics
2009-11-13 v1 Data Analysis, Statistics and Probability
Abstract
In a recent paper I have introduced a package for the exact simulation of power-law noises and other colored noises (E. Milotti, Comput. Phys. Commun. {\bf 175} (2006) 212): in particular the algorithm generates noises with . Here I extend the algorithm to generate noises with (black noises). The method is exact in the sense that it produces a sampled process with a theoretically guaranteed range-limited power-law spectrum for any arbitrary sequence of sampling intervals, i.e., the sampling times may be unevenly spaced.
Keywords
Cite
@article{arxiv.physics/0612104,
title = {New version of PLNoise: a package for exact numerical simulation of power-law noises},
author = {Edoardo Milotti},
journal= {arXiv preprint arXiv:physics/0612104},
year = {2009}
}
Comments
3 figures, submitted to Computer Physics Communications