diff --git a/src/spectrum/mtm.py b/src/spectrum/mtm.py index 65cefe1..333db35 100644 --- a/src/spectrum/mtm.py +++ b/src/spectrum/mtm.py @@ -203,6 +203,7 @@ def pmtm(x, NW=None, k=None, NFFT=None, e=None, v=None, method='adapt', show=Fal tol = 0.0005 * sig2 / float(NFFT) i = 0 a = sig2 * (1 - eigenvalues) + wk = np.ones((NFFT, 1)) * eigenvalues.transpose() # converges very quickly but for safety; set i<100 while sum(np.abs(S-S1))/NFFT > tol and i<100: @@ -216,9 +217,7 @@ def pmtm(x, NW=None, k=None, NFFT=None, e=None, v=None, method='adapt', show=Fal wk=(b**2)*(np.ones((NFFT,1))*eigenvalues.transpose()) S1 = sum(wk.transpose()*Sk.transpose())/ sum(wk.transpose()) S1 = S1.reshape(NFFT, 1) - Stemp = S1 - S1 = S - S = Stemp # swap S and S1 + S, S1 = S1, S # swap S and S1 weights=wk if show is True: