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colorednoise

Overview

Many populations that change over time are temporally autocorrelated, which means that the random noise in each timestep is correlated to that of the previous timestep. Instead of uncorrelated white noise, these populations are governed by blue noise (negatively autocorrelated) or red noise (positively autocorrelated.)

The colorednoise package allows you to simulate colored noise as well as populations whose behavior is governed by colored noise.

Installation

You can install the latest version of colorednoise from github with:

# install.packages("devtools")
devtools::install_github("japilo/colorednoise")

Example

Here are plots of blue- and red-noise populations generated by the matrix_model function.

library(colorednoise)
set.seed(7927)
pop_blue <- matrix_model(
  data = list(
    mean = matrix(c(0.6687097, 0.2480645, 0.6687097, 0.4335484), ncol=2),
    sd = matrix(c(0.34437133, 0.08251947, 0.34437133, 0.10898160), ncol=2),
    autocorrelation = matrix(rep(-0.4, 4), ncol=2)
  ), timesteps = 100, initialPop = c(100, 100)
)
pop_red <- matrix_model(
  data = list(
    mean = matrix(c(0.6687097, 0.2480645, 0.6687097, 0.4335484), ncol=2),
    sd = matrix(c(0.34437133, 0.08251947, 0.34437133, 0.10898160), ncol=2),
    autocorrelation = matrix(rep(0.4, 4), ncol=2)
  ), timesteps = 100, initialPop = c(100, 100)
)
ggplot(pop_blue, aes(x = timestep, y = total)) + geom_line(col="blue") + ylim(0, 6000)

ggplot(pop_red, aes(x = timestep, y = total)) + geom_line(col="red") + ylim(0, 6000)

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Version

Install

install.packages('colorednoise')

Monthly Downloads

347

Version

1.1.2

License

GPL-3

Maintainer

July Pilowsky

Last Published

February 28th, 2024

Functions in colorednoise (1.1.2)

stdev_transform

Translate Standard Deviation from the Natural Scale to the Log or Logit Scale
matrix_model

Temporally Autocorrelated Matrix Population Models
colorednoise-package

colorednoise: Simulate Temporally Autocorrelated Populations
autocorr_sim

Simulate Temporally Autocorrelated Populations for Every Combination of Parameters
autocorrelation

Estimate the Temporal Autocorrelation of a Numeric Vector
colored_noise

Generate Autocorrelated Noise
colored_multi_rnorm

Generate Multiple Cross-Correlated & Autocorrelated Variables
unstructured_pop

Simulated Time Series of an Unstructured Temporally Autocorrelated Population
cor2cov

Convert from Correlation Matrix to Covariance Matrix
multi_rnorm

Generate Correlated Normal Random Numbers