Mercurial > hg > python-allan
view allan.py @ 5:283be20c1964 default tip
Fix setup.py
author | Daniele Nicolodi <daniele@grinta.net> |
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date | Tue, 24 Mar 2015 18:43:37 +0100 |
parents | ff2192f47448 |
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import numpy as np from scipy import polyfit, polyval import matplotlib.pyplot as plt import numexpr __all__ = ['outliers', 'detrend', 'fastdetrend', 'adev', 'xadev', 'xmdev', 'xtdev', 'xavar', 'xmvar', 'tau' ] def outliers(y, alpha=6, remove=False): """Detect and optionally remove outliers""" m = np.mean(y) v = np.var(y) outliers = np.abs(y - m) > (alpha * np.sqrt(v)) if remove: x = lambda z: z.nonzero()[0] y[outliers] = np.interp(x(outliers), x(~outliers), y[~outliers]) return np.nonzero(outliers)[0] def detrend(y, order=1): """Detrend""" x = np.arange(y.size) p = polyfit(x, y, order) y = y - polyval(p, x) return y def fastdetrend(y, order=1, downsample=1000): # time base x = np.arange(y.size) # compute detrend polynomial from downsampled data p = polyfit(x[::downsample], y[::downsample], order) # construct numexpr expression expr = [] args = {'y': y, 'x': x} for i in range(order + 1): expr.append("p%d" % i + "*x" * i) args["p%d" % i] = p[order - i] expr = "y - (%s)" % " + ".join(expr) # evaluate expression y = numexpr.evaluate(expr, local_dict=args) return y def tau(expmin=0, expmax=4): return np.ravel(np.power(10, np.arange(expmin, expmax))[:,np.newaxis] * np.arange(0, 10)) def tau124(expmin=0, expmax=4): return np.ravel(np.power(10.0, np.arange(expmin, expmax))[:,np.newaxis] * np.array([1, 2, 4])) def adev(x, tau, sampl=1.0): """Allan deviation""" x = np.asarray(x) tau = np.asarray(tau) # allocate output vectors adev = np.zeros(tau.size) dadev = np.zeros(tau.size) # samples n = x.size # partitioning p = np.floor(tau * sampl).astype(int) for i, m in enumerate(p): d = x[0:n - n % m].reshape(-1, m) y = np.mean(d, axis=1) adev[i] = np.sqrt(0.5 * np.mean(np.diff(y)**2)) dadev[i] = adev[i] / np.sqrt(y.size) return adev, dadev from _allan import _xmvar, _xmvar2, _xavar # Functions to compute Allan deviation and modified Allan deviation # from time error data. For an oscillator described by the equation # v(t) = v0 * cos(2*pi * f0 * t + phi(t)) where f0 is the nominal # oscillator frequency the time deviation is computed as: x(t) = # phi(t) / (2*pi * f0) # # The Symmetricom 5115A phase analyzer outputs data in units of cycles # of the input signal. To obtain time deviation from the data stream # d(t) it is sufficient to compute: x(t) = d(t) / f0 where f0 is the # nominal frequency of the oscillator under test def xmvar0(x, tau, tau0=1.0): x = np.asarray(x) tau = np.asarray(tau) # allocate output vectors mvar = np.zeros(tau.size) # partitioning p = (tau // tau0).astype(int) for k, m in enumerate(p): mvar[k] = _xmvar(x, m) # c = 0 # for j in xrange(x.size - 3 * m + 1): # v = 0 # for i in xrange(j, j + m): # v += (x[i + 2 * m] - 2 * x[i + m] + x[i]) / m # c += v*v # mavar[k] = c / (2.0 * m*m * (n - 3 * m + 1)) return np.sqrt(mvar) / tau0 def xmvar(x, tau, tau0=1.0): x = np.asarray(x) tau = np.asarray(tau) # partitioning p = (tau // tau0).astype(int) return _xmvar2(x, p) / (tau0 * tau0) def xmdev(x, tau, tau0=1.0): return np.sqrt(xmvar(x, tau, tau0)) def xtdev(x, tau, tau0=1.0): return np.sqrt(xmvar(x, tau, tau0)) * tau / np.sqrt(3.0) def xavar(x, tau, tau0=1.0): x = np.asarray(x) tau = np.asarray(tau) # partitioning p = (tau // tau0).astype(np.int32) return _xavar(x, p) / (tau0 * tau0) def xadev(x, tau, tau0=1.0): return np.sqrt(xavar(x, tau, tau0))