Pioran is a Julia package to estimate bending power-law power spectrum of time series. This method uses Gaussian process regression with the fast algorithm of Foreman-Mackey, et al. 2017. The bending power-law model is approximated using basis functions as shown in the Figure below.
The method is described in https://arxiv.org/abs/2501.05886 (Submitted to MNRAS).
using Pkg; Pkg.add("Pioran")
See the documentation at https://www.mehdylefkir.fr/Pioran.jl.
Example scripts are provided in the examples directory. To infer the parameters of the power spectrum, I use either Turing.jl
for Hamiltonian Monte Carlo or the Python library ultranest
for nested sampling. The scripts are written in a way that you can use either of these libraries.