PLNoise: a package for exact numerical simulation of power-law noises

Published: 1 August 2006| Version 1 | DOI: 10.17632/pcvbjbm23y.1
Edoardo Milotti


Abstract Many simulations of stochastic processes require colored noises: here I describe a small program library that generates samples with a tunable power-law spectral density: the algorithm can be modified to generate more general colored noises, and is exact for all time steps, even when they are unevenly spaced (as may often happen in the case of astronomical data, see e.g. [N.R. Lomb, Astrophys. Space Sci. 39 (1976) 447]. The method is exact in the sense that it reproduces a process that is the... Title of program: PLNoise Catalogue Id: ADXV_v1_0 Nature of problem Exact generation of different types of Gaussian colored noise. Versions of this program held in the CPC repository in Mendeley Data ADXV_v1_0; PLNoise; 10.1016/j.cpc.2006.04.003 ADXV_v2_0; PLNoise; 10.1016/j.cpc.2007.04.005 This program has been imported from the CPC Program Library held at Queen's University Belfast (1969-2019)



Computational Physics, Computational Method