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fftnoise - generate noise with a specified power spectrum

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important script information
company name:
Aslak Grinsted
license: Shareware
minimum requirements: MATLAB 6.0 (R12)
functional limitations:
fftnoise - generate noise with a specified power spectrum description
USAGE: noise=fftnoise(f[,Nseries]) INPUTS: f: the fft of a time series (must be a column vector) Nseries: number of noise series to generate. (default=1) OUTPUT: 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). x=(1:100)'; data=smooth(randn(size(x)),15); pdata=polyfit(x,data,1) f=fft(data); psur=nan(length(pdata),10000); for ii=1:size(psur,2) psur(:,ii)=polyfit(x,fftnoise(f),1)'; end ptile=prctile(psur(1,:)',[2.5 97.5]) if (pdata(1)>ptile(2))|(pdata(1)
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version 1.0
size in Kb 10
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