[SciPy-Dev] Include Allan variance estimators in SciPy

[Daniele Nicolodi]

Hello,

the Allan family of statistical estimators [0] (Allan variance, modified
Allan variance, total variance) are extensively used in some research
fields, like frequency metrology and related fields.

While the algorithm to compute the Allan variance is quite straight
forward, efficiently coding the modified Allan variance, or the
estimator based on phase rather than on frequency samples, are a bit
more tricky.

I have implementations of those (in cython) that I would like to
contribute to SciPy, most probably as an `scipy.stats.allan` module.
Does people deem those interesting? Should I prepare a pull request to
discuss the implementation?

Thanks. Cheers,
Daniele

[0] https://en.wikipedia.org/wiki/Allan_variance