Simulate a random timeseries with a powerlaw spectrum

Simulate a random timeseries with a powerlaw spectrum

Usage

SimPowerlaw(beta, N)

Arguments

beta

slope

N

length of timeseries to be generated

Value

vector containing the timeseries

Details

Method: FFT white noise, rescale, FFT back, the result is scaled to variance 1

See also

Other functions to generate timeseries with powerlaw like spectra: SimFromEmpiricalSpec(), SimPLS(), SimProxySeries()

Author

Thomas Laepple