[R] is there a way/library for generating colorful noise in R ??

Ubuntu Diego ubuntu.diego at gmail.com
Fri Apr 29 13:07:16 CEST 2011


I would like to generate some noisy time series. I know that it is possible to "classify" noise by looking at the exponent (beta) of the relationship between the spectrum of the time series and the frequencies (i.e. spectrum ~ frequency ^ beta ).  
Is there a way to generate White (beta=0), Pink (beta=-1), Brown (Beta=-2), Blue(beta=1) and Violet (beta=2) noise in R ?.

Thanks.



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