def test_periodogram():
arsig,_,_ = ut.ar_generator(N=512)
avg_pwr = (arsig*arsig.conjugate()).mean()
f, psd = tsa.periodogram(arsig, N=2048)
# for efficiency, let's leave out the 2PI in the numerator and denominator
# for the following integral
dw = 1./2048
avg_pwr_est = np.trapz(psd, dx=dw)
assert_almost_equal(avg_pwr, avg_pwr_est, decimal=1)
def test_LD_AR():
arsig,_,_ = ut.ar_generator(N=512)
avg_pwr = (arsig*arsig.conjugate()).mean()
w, psd = tsa.LD_AR_est(arsig, 8, 1024)
# for efficiency, let's leave out the 2PI in the numerator and denominator
# for the following integral
dw = 1./1024
avg_pwr_est = np.trapz(psd, dx=dw)
assert_almost_equal(avg_pwr, avg_pwr_est, decimal=2)
