adev

typhon.math.stats.adev(x, dim=- 1)[source]

Calculate Allan deviation in its simplest form

Parameters
  • x (ndarray or xarray DataArray) – n-dim array for Allan calculation

  • dim (int or str) – optional, axis to operate along, defaults to last. If you pass a str, x must be a xarray.DataArray and the dimension will be a name.

\[\sigma = \sqrt{\frac{1}{2(N-1)} \sum_{i=1}^{N-1} (y_{i+1} - y_i)^2}\]

Equation source: Jon Mittaz, personal communication, April 2016