Comments (1)
IIRC all current tests are with fixed datasets and against xDEV values from Stable32 or another program.
Testing with random data against theoretical predictions is a good idea, but note that:
- you are also testing the noise-generator and underlying random number source at the same time. is it clear that different platforms (win, mac, linux, x86, arm, etc.) produce the same random numbers?
- the assertion needs to be "soft" to some extent, i.e. accept a confidence-interval at some give confidence-level. How do you set the level? Would it be OK if one in 1000 or a million tests fail although the algorithm is correct?
- testing with random data with a new seed every time could be used to validate the confidence intervals produced by allantools. This would be a new and useful addition. Generate many new datasets, produce an xDEV histogram, and check that the confidence-interval agrees with the width of the histogram.
The confidence interval work is unfinished. I worked on the noise-ID algorithms in January, but didn't settle on how (in what order etc) the noise-ID should be done:
http://www.anderswallin.net/2018/01/power-law-noise-identification-for-allantools/
In principle the Stable32 source is now available if one wanted the same behavior as this "golden" code..
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Related Issues (20)
- module 'allantools' has no attribute 'confidence_intervals' HOT 4
- How does this apply to general signals? HOT 2
- Link broken HOT 1
- Is Allan deviation actually Allan Variance? HOT 5
- ci_demo.py parameter mistake HOT 2
- psd2allan() check latex math in docs
- Windows build failing on Travis CI HOT 4
- Matplotlib Warning: `UserWarning: First parameter to grid() is false, but line properties are supplied. ...` HOT 1
- htotdev is too slow compared to totdev? HOT 1
- Allan deviation of a complex quantity HOT 5
- ieee1139_randomwalk_fm does not work out the box
- About sampling rate? HOT 4
- Emulating Stable32 error calculation with AllanTools
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- taus='all' doesn't generate all HOT 4
- Simulating bias instability
- Realtime processing: output display? HOT 3
- GPU support? HOT 2
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