Description Usage Arguments Details Value Maximal Overlap Allan Variance Tau-Overlap Allan Variance Author(s) References Examples
Computes the Allan Variance
1 |
x |
A |
type |
A |
The decomposition and the amount of time it takes to perform it depends on whether you are using the Tau Overlap or the Maximal Overlap.
av A list
that contains:
"clusters"The size of the cluster
"allan"The Allan variance
"errors"The error associated with the variance estimation.
Given N equally spaced samples with averaging time tau = n*tau_0, where n is an integer such that 1<= n <= N/2. Therefore, n is able to be selected from {n | n < floor(log2(N))} Then, M = N - 2n samples exist. The Maximal-overlap estimator is given by:
See PDF Manual
where
See PDF Manual
.
Given N equally spaced samples with averaging time tau = n*tau_0, where n is an integer such that 1<= n <= N/2. Therefore, n is able to be selected from {n | n < floor(log2(N))} Then, a sampling of m = ≤ft\lfloor {\frac{{N - 1}}{n}} \right\rfloor - 1 samples exist. The tau-overlap estimator is given by:
where See PDF Manual.
JJB
Long-Memory Processes, the Allan Variance and Wavelets, D. B. Percival and P. Guttorp
1 2 3 4 5 6 7 8 9 10 11 12 |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.