Create a pair of random signals with powerlaw signal and powerlaw noise

The timeseries have an expected variance of 1 and an expected correlation of r

Usage

SimulatePowerlawSignalPair(n, beta.signal, beta.noise, r)

Arguments

r

expected correlation between both vectors

N

Number of points per timeseries

betaSignal

powerlaw slope of the signal

betaNoise

powerlaw slope of the noise

Value

list containing both vectors y1 and y2

Author

Thomas Laepple

Examples

mean(replicate(1000,{test <- SimulatePowerlawSignalPair(200,1,1,0.5);cor(test$y1,test$y2)}))
#> [1] 0.4931165