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Setup a periodogram in Mathematica

  1. May 28, 2008 #1
    Hi all,

    I want to setup a periodogram in Mathematica but not sure how to proceed. I have a list of data points of form {x,y} of length N. I tried doing a discrete Fourier transform on the list but the examples in Mathematica only work for 1-dimensional lists and not 2-d. Also this is a spectral density plot rather than a periodogram.

    Is anyone aware of any *.nb files with a working example of a periodogram or could tell me how to proceed?

    Thanks in advance,

    Natski
     
  2. jcsd
  3. May 28, 2008 #2
    I should also have mentioned that the data points have irregular sample spacing.
     
  4. May 29, 2008 #3
    I believe I have found the solution to this problem but it is non-trivial. I recommend reading Gregory's book on Bayesian Logic for the solution.

    Natski
     
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