dominant_period¶
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hardcorr.dominant_period(lag, acf, min=None, max=None, fwhm=18, window=56, plot=False, quiet=False, n_peaks=1, return_amplitude=False)[source] [edit on github]¶ Find the dominant period in the smoothed autocorrelation function.
If no dominant period is found, raise
NoPeakWarningand returnnumpy.nan- Parameters
- lagnumpy.ndarray
Time lags
- acfnumpy.ndarray
Autocorrelation function
- minfloat (optional)
Return dominant period greater than
min. Default is no limit.- maxfloat (optional)
Return dominant period less than
max. Default is no limit.- fwhmfloat (optional)
Full-width at half max [lags] of the gaussian smoothing kernel. Default is 18 lags, as in McQuillan, Aigrain & Mazeh (2013) [1]
- windowfloat (optional)
Truncate the gaussian smoothing kernel after
windowlags. Default is 56 lags, as in McQuillan, Aigrain & Mazeh (2013) [1]- plotbool (optional)
Plot the autocorrelation function, peak detected. Default is
False.- quietbool (optional)
Don’t raise warning if no period is found. Default is
False.- n_peaksint (optional)
Number of peaks in the ACF to return, default is one.
- return_amplitudebool (optional)
Return the amplitude of the ACF at the peaks if
True.
References