A selective estimator of the autocorrelation function for non-uniformly sampled timeseries data
Project description
Selective Estimator for the Autocorrelation Function
S-ACF: A selective estimator for the autocorrelation function of irregularly sampled time series (credit Lars Kreutzer, c++ implementation by Josh Briegal jtb34@cam.ac.uk)
Installation
Requirements:
- CMAKE (https://cmake.org) > 3.8.
- C++14
From above top level directory run
pip install ./sacf
in python:
SACF follows Astropy LombScargle implementation:
from sacf import SACF
lag_timeseries, correlations = SACF(timeseries, values, errors=None).autocorrelation()
with options:
sacf.autocorrelation(max_lag=None, lag_resolution=None, selection_function='natural', weight_function='fast', alpha=None)
NOTE: If users specify selection_function="fast"
, weight_function="fractional_squared"
or weight_function="gaussian"
, a python implementation of the SACF will be invoked which is considerably slower than the default C++ option.
Tests
From root directory run:
tox
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