PLNoise: a package for exact numerical simulation of power-law noises
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Abstract
Many simulations of stochastic processes require colored noises: here I describe a small program library that generates samples with a tunable power-law spectral density: the algorithm can be modified to generate more general colored noises, and is exact for all time steps, even when they are unevenly spaced (as may often happen in the case of astronomical data, see e.g. [N.R. Lomb, Astrophys. Space Sci. 39 (1976) 447]. The method is exact in the sense that it reproduces a process that is the...
Title of program: PLNoise
Catalogue Id: ADXV_v1_0
Nature of problem
Exact generation of different types of Gaussian colored noise.
Versions of this program held in the CPC repository in Mendeley Data
ADXV_v1_0; PLNoise; 10.1016/j.cpc.2006.04.003
ADXV_v2_0; PLNoise; 10.1016/j.cpc.2007.04.005
This program has been imported from the CPC Program Library held at Queen's University Belfast (1969-2019)
创建时间：
2019-11-11
