damped.random.walk: Generate a damped random walk power spectrum.

In dwysocki/random-noise-generation: Random Noise Generation

Description

PSD(f) = \frac{τ^2 SF_∞^2}{1 + (2 π f τ)^2}

Usage

damped.random.walk(N, freq.max = 1/(2 * pi), tau = 1, SF = 1, sd = 1)

Arguments

N	Number of frequencies (must be even).
freq.max	Value of largest frequency.
tau	Characteristic timescale.
SF	Value of structure function over long time scales.
sd	Standard deviation.

Value

Frequencies and power spectral density.

Examples

damped.random.walk(100)                # 100 samples with default options
damped.random.walk(100, freq.max = 50) # provide maximum frequency
damped.random.walk(100, sd = 2.0)      # provide standard deviation
damped.random.walk(100, tau = 2.0)     # provide characteristic timescale
damped.random.walk(100, SF = 2.0)      # provide value of structure function

dwysocki/random-noise-generation documentation built on May 15, 2019, 7:20 p.m.