ar1spectrum.m

function P=ar1spectrum(ar1,period)
%%  AR1 power spectrum.
%
% power=ar1spectrum(ar1,period)
%
%
% (c) Aslak Grinsted 2002-2014
%

% -------------------------------------------------------------------------
%The MIT License (MIT)
%
%Copyright (c) 2014 Aslak Grinsted
%
%Permission is hereby granted, free of charge, to any person obtaining a copy
%of this software and associated documentation files (the "Software"), to deal
%in the Software without restriction, including without limitation the rights
%to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
%copies of the Software, and to permit persons to whom the Software is
%furnished to do so, subject to the following conditions:
%
%The above copyright notice and this permission notice shall be included in
%all copies or substantial portions of the Software.
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%FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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%THE SOFTWARE.
%---------------------------------------------------------------------------


freq=1./period;
P=(1-ar1.^2)./(abs(1-ar1.*exp(-2*pi*i*freq))).^2; %http://www.madsci.org/posts/archives/may97/864012045.Eg.r.html
%fixed typo in numerical recipes