[Scipy-tickets] [SciPy] #1637: scipy.signal.spectral.lombscargle is unclear about normalisation of Periodogram

SciPy Trac scipy-tickets@scipy....
Fri Mar 30 11:28:25 CDT 2012


#1637: scipy.signal.spectral.lombscargle is unclear about normalisation of
Periodogram
--------------------------+-------------------------------------------------
 Reporter:  hamogu        |       Owner:  cdavid     
     Type:  enhancement   |      Status:  new        
 Priority:  normal        |   Milestone:  Unscheduled
Component:  scipy.signal  |     Version:  0.10.0     
 Keywords:  Lomb-Scargle  |  
--------------------------+-------------------------------------------------
 While this routine calculates the Lomb-Scargle periodogram beautifully, it
 does not address the normalization. This is mentioned in passing in the
 'Examples' section of the documentation, but I suggest to either

 - automatically normalize all input arrays 'y' in such a way that
 y.mean()=0 and y.var()=1. That is the normalization used in the original
 Scargle 1982 article. The advantage of this approach is that the usual
 formulas for the false alarm probablility for LS periodograms can be used
 on the output.

 or

 - extent the documentation string in the following way:

 {{{
 Parameters
 ----------
 x : array_like
 Sample times.
 y : array_like
 Measurement values. If y obeys `y.mean()=0` and `y.var()=1` then the
 periodogram returned by this function will follow the normalization of [2]
 and thus allows to calculate the false alarm probability (FAP).
 freqs : array_like
 Angular frequencies for output periodogram.
 }}}



 Additionally, it might be useful to provide a function in signal.spectral
 to calculate the value of the periodogram for a given FAP.

-- 
Ticket URL: <http://projects.scipy.org/scipy/ticket/1637>
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