PLNoise: a package for exact numerical simulation of power-law noises Original Research Article

Many simulations of stochastic processes require colored noises: here I describe a small program library that generates samples with a tunable power-law spectral density: the algorithm can be modified to generate more general colored noises, and is exact for all time steps, even when they are unevenly spaced (as may often happen in the case of astronomical data, see e.g. [N.R. Lomb, Astrophys. Space Sci. 39 (1976) 447]. The method is exact in the sense that it reproduces a process that is theoretically guaranteed to produce a range-limited power-law spectrum image with image. The algorithm has a well-behaved computational complexity, it produces a nearly perfect Gaussian noise, and its computational efficiency depends on the required degree of noise Gaussianity.