latqcdtools.statistics.autocorrelation ============= `getTauInt(ts, nbins, tpickMax, acoutfileName='acor.d', showPlot=False)` Given a time series, return estimates for the integrated autocorrelation time and its error. INPUT: tpickMax--The largest nt where you think your estimate might become unreliable. nbins--The number of jackknife bins (for estimating the error in tau_int) ts--Time series array of measurements. Must be taken from equilibrium ensemble so that time translation invariance holds. List must be in order of markov chain generation OUTPUT: tau_int--Estimate for integrated autocorrelation time. tau_inte--Its (jackknife) error bar. itpick--The Monte Carlo separation at which this method found its estimate for tau_int. `remove1Jackknife(ts) -> numpy.ndarray` Create remove-1 jackknife list from 1-d series. Args: ts (array-like): time series Returns: np.array: 1-d array of jackknife means `tauint(nt, ts, xhat=None) -> numpy.ndarray` Given a time series, calculate estimators for its integrated autocorrelation time at each Markov time separation. INPUT: nt--The largest you think tau_int could be. ts--Time series array of measurments. Must be taken from equilibrium ensemble so that time translation invariance holds. List must be in order of Markov chain generation. xhat--True mean of time series (if you know it). OUTPUT: acint--List of integrated autocorrelation times. `tauintj(nt, nbins, ts, xhat=None) -> numpy.ndarray` Given a time series, calculate jackknife bins of integrated autocorrelation time for each Markov time separation. INPUT: nt--The largest nt at which you think your estimate for tau_int could lie. nbins--The number of jackknife bins. ts--Time series array of measurements. Must be taken from equilibrium ensemble so that time translation invariance holds. List must be in order of markov chain generation xhat--True mean of time series (if you know it). OUTPUT: acintj--2D list indexed by time, then bin number acintj[it][ibin]