psd_ar (pyleoclim.utils.wavelet.psd_ar)

pyleoclim.utils.wavelet.psd_ar(var_noise, freq, ar_params, f_sampling)[source]

Return the theoretical power spectral density (PSD) of an autoregressive model

Parameters

  • var_noise (float) – the variance of the noise of the AR process

  • freq (array) – vector of frequency

  • ar_params (array) – autoregressive coefficients, not including zero-lag

  • f_sampling (float) – sampling frequency

Returns

psd – power spectral density

Return type

array