allan - variance and deviation tools for stability analysis

A Rust implementation of Allan variance and deviation calculations for analyzing the stability and noise characteristics of time-series data. This is particularly useful for characterizing frequency standards, oscillators, gyroscopes, and other precision measurement instruments.

Overview

Allan variance is a method of representing frequency stability in oscillators and other time-series data. Unlike standard deviation, Allan variance converges for most types of noise commonly found in physical systems and can distinguish between different noise types.

This library provides:

Overlapping Allan variance (AVAR) and Allan deviation (ADEV) calculations
Modified Allan variance (MVAR) and Modified Allan deviation (MDEV) calculations
Overlapping Hadamard variance (HVAR) and Hadamard deviation (HDEV) calculations
Configurable tau (averaging time) ranges with multiple spacing options
Streaming calculation with efficient circular buffer implementation
Support for real-time analysis of continuous data streams
SIMD optimizations (enabled by default) for 3x faster Modified Allan calculations

Example

use allan::{Allan, ModifiedAllan, Hadamard};

// Allan variance/deviation
let mut allan = Allan::new();
for sample in measurements.iter() {
    allan.record(*sample);
}

let tau_1 = allan.get(1).unwrap();
println!("Allan deviation at τ=1: {}", tau_1.deviation().unwrap());
println!("Allan variance at τ=1: {}", tau_1.variance().unwrap());

// Modified Allan variance/deviation (better white PM noise rejection)
let mut modified = ModifiedAllan::new();
for sample in measurements.iter() {
    modified.record(*sample);
}

let tau_1 = modified.get(1).unwrap();
println!("Modified Allan deviation at τ=1: {}", tau_1.deviation().unwrap());
println!("Modified Allan variance at τ=1: {}", tau_1.variance().unwrap());

// Hadamard variance/deviation (3rd difference, better drift rejection)
let mut hadamard = Hadamard::new();
for sample in measurements.iter() {
    hadamard.record(*sample);
}

let tau_1 = hadamard.get(1).unwrap();
println!("Hadamard deviation at τ=1: {}", tau_1.deviation().unwrap());
println!("Hadamard variance at τ=1: {}", tau_1.variance().unwrap());

Documentation

API documentation is available at docs.rs/allan.

License

Licensed under either of

Apache License, Version 2.0, (LICENSE-APACHE or http://www.apache.org/licenses/LICENSE-2.0)
MIT license (LICENSE-MIT or http://opensource.org/licenses/MIT)

at your option.

Contribution