[SciPy-Dev] Lomb-Scargle Periodogram: Press & Rybicki Algorithm

Ralf Gommers ralf.gommers@gmail....
Mon Mar 25 15:35:33 CDT 2013


On Mon, Mar 18, 2013 at 4:19 PM, Christian Geier <geier@lostpackets.de>wrote:

> On Fri, Mar 08, 2013 at 05:18:56PM -0800, Jacob Vanderplas wrote:
> > Hi,
> > We have a cython version of this Lomb-Scargle algorithm in astroML [1],
> as
> > well as a generalized version that does not depend on the sample mean
> being
> > a good approximation of the true mean.  We've not yet implemented the FFT
> > trick shown in Press & Rybicki, but it's fairly fast as-is for problems
> of
> > reasonable size.
> >
> > For some examples of it in use on astronomical data, see [2-3] below (the
> > examples are figures from our upcoming astro/statistics textbook). This
> > code is BSD-licensed, so if it seems generally useful enough to include
> in
> > scipy, it would be no problem to port it.
>

If it's faster and/or more accurate than what we have now, then adding it
to scipy sounds like a good idea to me.


> >
> > Also, if you have implemented an FFT-based version, it would get a fair
> bit
> > of use in the astronomy community if you were willing to contribute it to
> > astroML.
> >
> > Thanks,
> >    Jake
> >
> > [1]
> >
> https://github.com/astroML/astroML/blob/master/astroML_addons/periodogram.pyx
> > [2] http://astroml.github.com/book_figures/chapter10/fig_LS_example.html
> > [3]
> >
> http://astroml.github.com/book_figures/chapter10/fig_LS_sg_comparison.html
> >
> >
> > On Fri, Mar 8, 2013 at 5:26 PM, Christian Geier <geier@lostpackets.de
> >wrote:
> >
> > > Hello everyone!
> > >
> > > Would you in general be considering to include the Lombscargle
> > > Periodogram by Press & Rybicki [1] into scipy in addition to the
> already
> > > present one? I find the included algorithm by Townend rather slow and
> > > had recently some "interesting" results returned by it.
> > >
> > > I've recently translated the original FORTRAN code (which is actually
> > > the description of the algorithm [1]) to (pure) python [2] and would
> like
> > > to know what the legal situation is in this case: can I release this
> > > translated code under the BSD license?
>

A pure translation of the Fortran code in that paper is not OK to
distribute under a BSD license. You'd have to get permission from the
publisher probably. Reimplementing based on the equations in the paper
would be OK though.

Ralf



> > >
> > > In this case I would translate the code further to cython and supply
> > > tests and more documentation.
> > >
> > > Greetings
> > >
> > > Christian Geier
> > >
> > > [1] http://adsabs.harvard.edu/full/1989ApJ...338..277P
> > > [2]
> > >
> https://github.com/geier/scipy/commit/710bf4ca514d223df39891eb20401aba2edd8cdb
>
> Hi,
> thanks for your answer. When time allows for it (hopefully next week)
> I will improve the code some more and then contact astroML.
>
> Regards
> Christian
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