Setup a periodogram in Mathematica

  • Thread starter natski
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  • #1
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Main Question or Discussion Point

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
 

Answers and Replies

  • #2
267
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I should also have mentioned that the data points have irregular sample spacing.
 
  • #3
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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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