Some code developed for research purposes.
Slowly updated as I get around to cleaning, commenting, testing, and uploading scripts.
- KS-test based on phase randomization:
A test for non-gaussianity that can account for correlation in the time series. Uses phase randomization and the Kolmogorov-Smirnoff statistic.
- Multi-taper method transfer function:
Estimates the complex transfer function between two time series. Based on Peter Huybers' coherence estimator.