MATERNSPEC is the jMatern module of jLab.

 MATERNSPEC  Fourier spectrum of the Matern random process and variations.
    [F,S]=MATERNSPEC(DT,N,SIGMA,ALPHA,LAMBDA) returns the spectrum S of a  
    length N complex-valued Matern random process having variance SIGMA^2, 
    slope parameter ALPHA, and damping parameter LAMBDA.
    DT is the sample interval.  Note that LAMBDA is understood to have the
    same units as the inverse sample interval 1/DT.
    F is an array of one-sided (positive) Fourier frequencies for a time
    series of length N, F=FOURIER(N), where F is a *radian* frequency. 
    The lengths of the output variables F and S are N/2+1 for even N, and
    (N+1)/2 for odd N.
    S is the postive or negative rotary spectrum given by
         S(F) = SIGMA^2 / (F^2+LAMBDA^2)^ALPHA * LAMBDA^(2*ALPHA-1)/C
    where C is a normalizing constant dependent upon ALPHA.  
    For LAMBDA=0, the Matern spectrum is definedreduces to the spectrum of fractional
    Brownian motion.  
    For details on the Matern process and its spectrum, see:
      Lilly, Sykulski, Early, and Olhede, (2016).  Fractional Brownian
         motion, the Matern process, and stochastic modeling of turbulent 
         dispersion.  Submitted to IEEE Trans. Info. Theory.
    Matrix and cell array output
    [F,S]=MATERNSPEC(DT,N,SIGMA,ALPHA,LAMBDA) where N is a scalar while the
    other input arguments are all either scalars or arrays of the same 
    length M, gives an output spectra S with LENGTH(F) rows and M columns. 
    [F,S]=MATERNSPEC(DT,N,SIGMA,ALPHA,LAMBDA) where N is an array of M 
    different lengths, returns F and S that are length M cell arrays.  Then 
    SIGMA, ALPHA, and LAMBDA may all either be scalars or length M arrays.
    This latter format is convenient for generating sets of spectra that 
    do not all have the same size. 
    When N is an array, MATERNSPEC(...,'parallel') parallelizes the 
    computation of the various spectra using a PARFOR loop.  This option
    requires that Matlab's Parallel Computing Toolbox be installed.
    The matrix and cell array formats also work for the variations of the 
    Matern process described below. 
    Oscillatory Matern
    arguments modifies the spectrum to have a rotation frequency NU. 
    This is accomplished by shifting the spectrum to be centered on F=NU 
    rather than F=0.  SPP and SNN are now the postive rotary and negative
    rotary spectra,with the spectrum for positive frequencies +F returned
    in SPP, and for negative frequencies -F in SNN.  
    With ALPHA=1, the oscillatory Matern becomes the complex Ornstein-
    Uhlenbeck process.
    Note that NU has units of radians per sample interval DT.
    The oscillatory Matern is described in Lilly et al. (2016).
    Experimental extensions
    The remaining features are experimental extensions to the Matern 
    process.  They are not yet documented in a publication, and should
    be considered as 'beta features' that are to be used with caution.
    Extended Matern
    [F,S]=MATERNSPEC(DT,N,SIGMA,ALPHA,LAMBDA,0,MU) with seven arguments
    returns the spectrum of the four-parameter "extended" Matern process:
                                     / (SQRT(F^2+LAMBDA^2)/MU)^ALPHA * C               
    where C is a normalizing constant dependent upon ALPHA, LAMBDA, and MU. 
    The additional parameter, MU, has units of frequency.
    extended Matern spectrum to be centered at F=NU rather than F=0.
    With MU set to zero, this becomes the standard Matern spectrum.
    Damped exponential 
    [F,S]=MATERNSPEC(DT,N,SIGMA,-1/2,LAMBDA,0,MU) with ALPHA set to -1/2
    returns the spectrum of the damped exponential process, having the form
       S(F) = SIGMA^2 * EXP(-MU * SQRT(F^2+LAMBDA^2)) * C 
    where C is again a normalizing constant, dependent upon LAMBDA and MU. 
    This is a special case of the extended Matern process.  As for that 
    process, setting NU to a nonzero value results in a shifted spectrum.
    Composite Matern
    implements the "composite" Matern spectrum having the form
        SPP(F) = B * SIGMA^2 / (F^2 + MU^2)^ALPHA / [(F-NU)^2 + LAMBDA^2] 
        SNN(F) = B * SIGMA^2 / (F^2 + MU^2)^ALPHA / [(F+NU)^2 + LAMBDA^2] 
    where B is a normalizing constant discussed shortly.  This consists of 
    a Matern spectrum times an oscillatory Matern spectrum having ALPHA=1.
    The quantity in square brackets is recognized as the transfer function
    for a damped simple harmonic oscillator.  In oceanographic terms, this 
    composite model gives the spectrum of a damped slab model of the 
    surface mixed layer forced by winds having a Matern spectrum.
    The interpretation of the variance SIGMA is different from the other 
    cases in MATERNSPEC, because an analytic form of the total variance 
    does not exist. Instead SIGMA^2 is an approximation to the variance
    associated with the oscillatory peak at F=NU.  
    The additional parameter here, MU, has units of *frequency* and is the
    damping parameter associated with the background process, which in this
    case reprents the structure of the wind spectrum.
    Here B = 2 * LAMBDA * (NU^2 + MU^2) is a normalizing constant that lets
    SIGMA^2 be interpreted as an approximation to the inertial variance. 
    'maternspec --f' generates some sample figures.
    Tests for MATERNSPEC can be found in MATERNCOV.
    Usage:  [f,s]=maternspec(dt,N,sigma,alpha,lambda);
    This is part of JLAB --- type 'help jlab' for more information
    (C) 2013--2016 J.M. Lilly --- type 'help jlab_license' for details

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