red_noise (pyleoclim.utils.correlation.red_noise)

pyleoclim.utils.correlation.red_noise(N, M, g)[source]

Produce M realizations of an AR1 process of length N with lag-1 autocorrelation g

Parameters

  • N (int) – row dimensions

  • M (int) – column dimensions

  • g (float) – lag-1 autocorrelation coefficient

Returns

red – N rows by M columns matrix of an AR1 process

Return type

numpy array

Notes

(Some Rights Reserved) Hepta Technologies, 2008 J.E.G., GaTech, Oct 20th 2008