[SciPy-Dev] Pull Req: Add periodogram and welch functions

[Eric Moore]

Jake Vanderplas wrote:
> Hi Eric,
> The contribution looks good.  Have you compared your results to those of
> matplotlib.mlab.psd()?  I believe that also implements Welch's method.
>      Jake
>
> On 12/03/2012 06:54 PM, Eric Moore wrote:
>> Hi, I've just submitted a pull request to add a function to compute a
>> simple (modified) periodogram and a periodogram using Welch's method.
>>
>> The pull request is https://github.com/scipy/scipy/pull/373
>>
>> The biggest question I have with my implementation is whether welch
>> should support padded FFTs and detrending.  But I'm happy to hear any
>> feedback.
>>
>> Eric

I've added another commit that fixes a bunch of bugs in what I 
originally submitted.  I produce exactly the same output as psd. Except 
for a bug in psd for two-sided spectra with NFFT odd.  (Submitted here: 
https://github.com/matplotlib/matplotlib/issues/1561)

Eric