isopersistent_rn (pyleoclim.utils.correlation.isopersistent_rn)

pyleoclim.utils.correlation.isopersistent_rn(X, p)[source]

Generates p realization of a red noise [i.e. AR(1)] process with same persistence properties as X (Mean and variance are also preserved).

Parameters

  • X (array) – vector of (real) numbers as a time series, no NaNs allowed

  • p (int) – number of simulations

Returns

  • red (numpy array) – n rows by p columns matrix of an AR1 process, where n is the size of X

  • g (float) – lag-1 autocorrelation coefficient

Notes

(Some Rights Reserved) Hepta Technologies, 2008