The nanWelch module allows to compute the Power Spectral Density (PSD) of a signal containing NaN values, by using the Welch algorithm. The windows containing NaN values are simply not used when computing the averaged spectra.
The example nanWelch_example is based on the one provided in the scipy.signal.welch documentation (https://docs.scipy.org/doc/scipy/reference/generated/scipy.signal.welch.html). Few NaN values are added to the input signal, the scipy.signal.welch module thus produces a PSD filled with NaN while the nanWelch module still allows to compute the PSD.
