colored_noise, an Octave code which generates sequences that simulate 1/f^alpha power law noise. This includes white noise (alpha = 0), pink noise (alpha = 1) and brown noise or Brownian motion (alpha = 2), but also values of alpha between 0 and 2.
The computer code and data files described and made available on this web page are distributed under the MIT license
colored_noise is available in a C version and a C++ version and a Fortran90 version and a MATLAB version and an Octave version and a Python version.
brownian_motion_simulation, an Octave code which simulates Brownian motion in an M-dimensional region.
cnoise, an Octave code which generates samples of noise obeying a 1/f^alpha power law, by Miroslav Stoyanov.
correlation, an Octave code which contains examples of statistical correlation functions.
normal, an Octave code which computes elements of a sequence of pseudorandom normally distributed values.
ornstein_uhlenbeck, an Octave code which approximates solutions of the Ornstein-Uhlenbeck stochastic differential equation (SDE) using the Euler method and the Euler-Maruyama method.
pink_noise, an Octave code which computes a "pink noise" signal obeying a 1/f power law.
sftpack, an Octave code which implements the "slow" Fourier transform, intended as a teaching tool and comparison with the fast Fourier transform.
stochastic_rk, an Octave code which applies a Runge-Kutta scheme to a stochastic differential equation.
uniform, an Octave code which computes elements of a uniform pseudorandom sequence.