powernoise {statcomp}

A function to generate k-noise

Description

Generates samples of power law noise.

Usage

powernoise(k, N)

Arguments

k

Power law scaling exponent

N

number of samples to generate

Details

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.

Value

A named list with three entries is returned. x - N x 1 vector of power law samples

Author(s)

Sebastian Sippel and Holger Lange

Examples

powernoise_series = powernoise(k=2, N=10000)