New version of PLNoise: a package for exact numerical simulation of power-law noises
classification
⚛️ physics.comp-ph
physics.data-an
keywords
noisesalphaexactpower-lawalgorithmpackagesamplingsimulation
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In a recent paper I have introduced a package for the exact simulation of power-law noises and other colored noises (E. Milotti, Comput. Phys. Commun. {\bf 175} (2006) 212): in particular the algorithm generates $1/f^\alpha$ noises with $0 < \alpha \leq 2$. Here I extend the algorithm to generate $1/f^\alpha$ noises with $2 < \alpha \leq 4$ (black noises). The method is exact in the sense that it produces a sampled process with a theoretically guaranteed range-limited power-law spectrum for any arbitrary sequence of sampling intervals, i.e., the sampling times may be unevenly spaced.
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