[Under Construction]
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: KSpr.m
    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: mtmtf.m
    Estimates the complex transfer function between two time series. Based on Peter Huybers' coherence estimator.