astrochron (version 1.3)

makeNoise: Generate noise surrogates from a theoretical power spectrum

Description

Generate noise surrogates from a theoretical power spectrum.

Usage

makeNoise(S,dt=1,mean=0,sdev=1,addPt=F,nsim=1,genplot=T,verbose=T)

Arguments

S

Vector or 1-D data frame containing the theoretical power, from f(0) to the Nyquist frequency.

dt

Sampling interval for surrogate series

mean

Mean value for surrogate series

sdev

Standard deviation for surrogate series

addPt

Did you add a Nyquist frequency? (T or F)

nsim

Number of surrogate series to generate

genplot

generate summary plots (T or F)

verbose

verbose output (T or F)

Details

These simulations use the random number generator of Matsumoto and Nishimura [1998]. The algorithm of Timmer and Konig (1995) is employed to generate surrogates from any arbitrary theoretical power spectrum. See examples section below.

References

M. Matsumoto, and T. Nishimura, (1998), Mersenne Twister: A 623-dimensionally equidistributed uniform pseudo-random number generator, ACM Transactions on Modeling and Computer Simulation, 8, 3-30.

J. Timmer and K. Konig (1995), On Generating Power Law Noise, Astronomy and Astrophysics: v. 300, p. 707-710.

Examples

# create theoretical AR1 spectrum, using rho of 0.8
rho=0.8
freq=seq(0,.5,by=0.005)
Nyq=max(freq)
AR1 = (1-(0.8^2)) / (  1 - (2*0.8*cos(pi*freq/Nyq)) + (0.8^2) )
plot(freq,AR1,type="l")

# make noise surrogates from the theoretical AR1 spectrum
makeNoise(AR1)