RobPer (version 1.2.3)

TK95: Power law noise generator

Description

Generates an equidistant time series of power law noise according to Timmer and K<U+00F6>nig (1995).

Usage

TK95(N = 1000, alpha = 1.5)

Arguments

N

integer value: Length of the generated time series.

alpha

numeric value: Exponent of the power law. White noise has exponent 0, flicker noise (pink noise) has exponent 1, brown noise has exponent 2.

Value

numeric vector: The generated time series.

References

Thieler, A. M., Backes, M., Fried, R. and Rhode, W. (2013): Periodicity Detection in Irregularly Sampled Light Curves by Robust Regression and Outlier Detection. Statistical Analysis and Data Mining, 6 (1), 73-89

Thieler, A. M., Fried, R. and Rathjens, J. (2016): RobPer: An R Package to Calculate Periodograms for Light Curves Based on Robust Regression. Journal of Statistical Software, 69 (9), 1-36, <doi:10.18637/jss.v069.i09>

Timmer, J. and K<U+00F6>nig, M. (1995) On Generating Power Law Noise. Astronomy and Astrophysics, 300, 707-710

See Also

Applied in tsgen by TK95_uneq.

Examples

# NOT RUN {
set.seed(31)
# Generate power law noise with exponent alpha=1.5:
y <- TK95(N=2000, alpha=1.5)
tt <- seq(along=y)

# Show time series:
plot(tt,y, type="l", main="Power Law Noise", xlab="t", ylab="y")

# Plot Fourier periodogram with log-axes:
temp <- spectrum(y, plot=FALSE)
plot(log(temp$freq), log(temp$spec), main="log-log-Fourier periodogram",
    xlab="log(frequency)", ylab="log(periodogram)")

# A line with slope -alpha for comparison
abline(a=8, b=-1.5, col="red")
text(-2, 12, expression(alpha==1.5), col="red")
# }