PSP.CorUntilF: lowpass filtered expected correlation of powerlaw signal pair

In EarthSystemDiagnostics/paleospec: Spectral tools for the ECUS group

lowpass filtered expected correlation of powerlaw signal pair

Description

Correlation of two timeseries with powerlaw signal and powerlaw noise evaluated until f this equals the correlation of linearly coupled lowpass filtered powerlaw process

Usage

PSP.CorUntilF(f, betaSignal, betaNoise, N, r)

Arguments

f	frequency until which to integrate
betaSignal	powerlaw slope of the signal
betaNoise	powerlaw slope of the noise
N	Number of points per timeseries
r	expected correlation of the unfiltered

Value

expected correlation of the timeseries

Author(s)

Thomas Laepple

Examples

temp <- replicate(1000,PSP.CorAfterRollmean(1000,1,0,0.5))
rowMeans(temp)
PSP.CorUntilF(f=c(0.5,0.5/10,0.5/50),betaSignal=1,betaNoise=0,N=1000,r=0.5)

EarthSystemDiagnostics/paleospec documentation built on Feb. 17, 2024, 4:36 p.m.