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absnoise 0.3.0: Allan variance

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@Tanvir-Mahmud-Mahim Tanvir-Mahmud-Mahim released this 29 Aug 12:40
· 8 commits to main since this release
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Occupation noise is exponentially correlated, so the practical question for a thermometer readout is stability versus integration time: averaging helps until the correlation time is passed, then improves only as the white floor. This release adds allan_variance, the overlapping two-sample estimator (Allan, Proc. IEEE 54, 221 (1966); Riley, NIST SP 1065, 2008), together with avar_exponential, the closed-form Allan variance of exponentially correlated noise derived for this package's own occupation processes, and avar_white for the S0 over 2T floor. The closed form is not taken on faith: the tests integrate the defining double integrals numerically and compare, check both asymptotic limits, reproduce a machine-precision linear-drift identity, and validate seeded telegraph Monte Carlo against it.