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:Description:
First order autoregressive (AR(1)) function values
at the given frequencies with the ar1_par parameters.
:Params:
INPUTS:
f - frequency vector
pl_par - power law parameters:
ar1_par[0] --> c, constant factor
ar1_par[1] --> rho, lag one autoregressive coefficient
fny - Nyquist frequency
OUTPUTS:
ar1fun - first order autoregressive function
:Author:
Simone Di Matteo, Ph.D.
8800 Greenbelt Rd
Greenbelt, MD 20771 USA
E-mail: simone.dimatteo@nasa.gov
(See general/science/spd_mtm/models/ar1/spd_mtm_ar1_fun.pro)
:Description:
Evaluate the log-likelihood of
the first order autoregressive (AR(1)) PSD model.
:Params:
INPUTS:
ar1_par - first order autoregressive PSD parameters
OUTPUTS:
M - log-likelihood
COMMON VARIABLES:
max_lklh
psd_ml - PSD for the maximum likelihood model fit
ff_ml - frequency vector for the maximum likelihood model fit
alpha_ml - half degree of freedom of the PSD at each frequency
:Uses:
spd_mtm_ar1_norm.pro
spd_mtm_ar1_fun.pro
:Author:
Simone Di Matteo, Ph.D.
8800 Greenbelt Rd
Greenbelt, MD 20771 USA
E-mail: simone.dimatteo@nasa.gov
(See general/science/spd_mtm/models/ar1/spd_mtm_ar1_lglk.pro)
:Description:
Constant normalization factor for the AR(1) model estimated with
the maximum likelihood theoretical solution.
:Params:
INPUTS:
rho - lag-one autoregressive coefficient
ff - Fourier frequencies vector
psd - power spectral density
alpha - half degree of freedom of Smtm for each frequency
fny - Nyquist frequency
OUTPUTS:
c - constant factor
:Author:
Simone Di Matteo, Ph.D.
8800 Greenbelt Rd
Greenbelt, MD 20771 USA
E-mail: simone.dimatteo@nasa.gov
(See general/science/spd_mtm/models/ar1/spd_mtm_ar1_norm.pro)