is there a C/C++, Fortran, or Python library for
calculating a Fourier Transform of a logarithmically-binned
times series? Unfortunately FFTW C-library is only good
for uniformly-spaced time series.
Posted by Nicholas Kinar●January 29, 2010
On 29/01/2010 2:50 PM, Andrei Makeev wrote:
> is there a C/C++, Fortran, or Python library for
> calculating a Fourier Transform of a logarithmically-binned
> times series? Unfortunately FFTW C-library is only good
> for uniformly-spaced time series.
> Thank you!
Not that I know of, but you may wish to take a look at a 1998 paper
which describes how to implement a logarithmic fourier transform:
Since it was written by researchers at the Geological Survey of Canada,
I would bet that you could possibly request source code in either
FORTRAN or C from this organization.
You *may* have to write this yourself, since such a library may not
exist. IMHO, the paper is clearly written.