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fftnoise - generate noise with a specified power spectrum

version 1.0 (1.65 KB) by

Useful helper function for Monte Carlo null-hypothesis tests and confidence interval estimation.



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USAGE: noise=fftnoise(f[,Nseries])

  f: the fft of a time series (must be a column vector)
  Nseries: number of noise series to generate. (default=1)
  noise: surrogate series with same power spectrum as f. (each column is a surrogate).

  ------ Example: ------
  %calculate if the trend is significantly different from zero
  %(Null-hypothesis: a random process with the same power spectrum as data).
  for ii=1:size(psur,2)
  ptile=prctile(psur(1,:)',[2.5 97.5])
  if (pdata(1)>ptile(2))|(pdata(1)<ptile(1))
    disp('significant trend')
    disp('not significant trend')

Comments and Ratings (2)

eric ferguson

simple, effective function

Zachary Danziger

Useful and quick.

MATLAB Release
MATLAB 6.0 (R12)

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