Implement correlated noise generator class

Problem

When merging two independently generated segments of correlated colored noise using a cosine taper in the overlapping boundary region (length M), the statistical properties—particularly variance—are not continuous across the junction.

In particular, when the phase of the CSD is not smoothly varying between adjacent frequency bins, the cosine tapering mixes the power of different frequency bins, resulting in a spectral matrix different from the assumed one.

Relevant scripts

• gaussianity_test_multivariate_case_random_phase.py