stompy.nanpsd — A nan-aware power spectral density method

Uses the correlogram to avoid the widespread nan-contamination of an FFT.

stompy.nanpsd.autocorrcoef(x, maxlags=None)

stompy.nanpsd.autocovariance(x, maxlags=None, normalize=None)

Correlation function - similar to xcorr. Copied from spectrum.correlation.CORRELATION, and simplified for the present application. assumes autocorrelation, not cross-correlation. norm is unbiased,x is real.

By default this is autocovariance. normalize: ‘corr’ - divide by var(x).

‘corrcoef’ - calculate a correlation coefficient for each lag

stompy.nanpsd.correlogrampsd(X, lag, NFFT=None)

PSD estimate using correlogram method. taken from spectrum, simplified for real-valued autocorrelation

stompy.nanpsd.nan_detrend(x, order=1)

stompy.nanpsd.psd_correl(data, Fs=1, NFFT=None, scale_by_freq=True, lag=None, detrend=1)

a mlab.psd workalike, but based on the correlogram.