SimulatePowerlawSignalPair: Create a pair of random signals with powerlaw signal and...

In EarthSystemDiagnostics/paleospec: Spectral tools for the ECUS group

Create a pair of random signals with powerlaw signal and powerlaw noise

Description

The timeseries have an expected variance of 1 and an expected correlation of r

Usage

SimulatePowerlawSignalPair(n, beta.signal, beta.noise, r)

Arguments

r	expected correlation between both vectors
N	Number of points per timeseries
betaSignal	powerlaw slope of the signal
betaNoise	powerlaw slope of the noise

Value

list containing both vectors y1 and y2

Author(s)

Thomas Laepple

Examples

mean(replicate(1000,{test <- SimulatePowerlawSignalPair(200,1,1,0.5);cor(test$y1,test$y2)}))

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