PS.VarUntilF | R Documentation |
Integral of PSD=f^(-beta) from f1=1/N to f2=f this equals the variance of a lowpass filtered powerlaw process WARNING: The result is not normalized
PS.VarUntilF(f, beta, N)
f |
frequency until which to integrate |
beta |
powerlaw slope |
N |
length of the timeseries |
non-normalized variance
Thomas Laepple
beta <- 1
signal <- ts(SimPowerlaw(beta,100000))
spec <- SpecMTM(signal)
v1 <- GetVarFromSpectra(spec,f=c(1/length(signal),0.5))
v2 <- GetVarFromSpectra(spec,f=c(1/length(signal),0.01))
PS.VarUntilF(0.01,beta,length(signal))/PS.VarUntilF(0.5,beta,length(signal))
v2$var/v1$var
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