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Implemented statistics functions

Low-level access to the statistics functions

The deviation functions are generally of the form:

(tau_out, adev, adeverr, n) = allantools.adev(data, rate=1.0, data_type="phase", taus=None)

Inputs:

  • data = list of phase measurements in seconds, or list of fractional frequency measurements (nondimensional)
  • rate = sample rate of data in Hz , i.e. interval between phase measurements is 1/rate seconds.
  • data_type= = either "phase" or "freq"
  • taus = list of tau-values for ADEV computation. The keywords "all", "octave", or "decade" can also be used.

Outputs

  • tau_out = list of tau-values for which deviations were computed
  • adev = list of ADEV (or another statistic) deviations
  • adeverr = list of estimated errors of allan deviations. some functions instead return a confidence interval (err_l, err_h)
  • n = list of number of pairs in allan computation. standard error is adeverr = adev/sqrt(n)

Statistics

adev

oadev

mdev

pdev

hdev

ohdev

tdev

totdev

mtotdev

ttotdev

htotdev

theo1

mtie

tierms

gcodev

Real-Time Statistics

oadev_realtime

tdev_realtime

ohdev_realtime

Noise Generation

allantools.noise_kasdin.Noise

allantools.noise.white

allantools.noise.brown

allantools.noise.violet

allantools.noise.pink

Utilities

frequency2phase

phase2frequency

phase2radians

psd2allan

tau_generator

edf_simple

edf_greenhall

edf_totdev

edf_mtotdev

three_cornered_hat_phase