SimPowerlaw | R Documentation |
Simulate a random timeseries with a powerlaw spectrum
SimPowerlaw(beta, N)
beta |
slope |
N |
length of timeseries to be generated |
Method: FFT white noise, rescale, FFT back, the result is scaled to variance 1
vector containing the timeseries
Thomas Laepple
Other functions to generate timeseries with powerlaw like spectra:
SimFromEmpiricalSpec()
,
SimPLS()
,
SimProxySeries()
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