[Mne_analysis] Frequency analysis

[Eric Larson]

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>
>
>    - in "psd_array_multitaper" the user can decide to normalize the PSD
>    by N or N*Fs, however in "psd_array_welch" such choice is not available. Is
>    this the wanted behaviour ? "psd_array_welch" is normalize with N*Fs
>    (default of scipy spectrogram I believe)
>
> We should probably just use the Welch-style normalization everywhere. It
should at least be the default. Feel free to open an MNE-Python GitHub
issue and we can decide how to unify these.

>
>    - In "psd_array_welch", the type of windowing is restrained to
>    'hamming' windows. Would it be possible to add an argument to choose it ?
>
> Sure, feel free to make a PR to add this.

>
>    - I am not very familiar with stockwell transform, but is it possible
>    to get a spectrogram out of it ? I wanted to compare it with the other
>    methods.
>
> You can get a time-frequency representation of the data from the Stockwell
transform. I am not too familiar with it either, but Its Wikipedia page
<https://en.wikipedia.org/wiki/S_transform> says it's a generalization of
the STFT.

Eric
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