Autocorrelation (#2)

* calculate autocorrelation stats_ineff and tau
* uncorr flag
* read timeseries into vector
* uncorrelate data
* README
* Update README.md
* Update README.md

Co-authored-by: Daniel Bauer <bauer@cbs.tu-darmstadt.de>
This commit is contained in:
Daniel Bauer
2020-10-25 22:40:13 +01:00
committed by GitHub
parent 38c30baa5b
commit 2cc34919b0
9 changed files with 370 additions and 46 deletions

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@@ -101,3 +101,9 @@ args:
help: Skip rows in timeseries with an index larger than this value (defaults to 1e+20)
takes_value: true
required: false
- uncorr:
short: g
long: uncorr
help: Estimates statistical inefficiency of each timeseries via autocorrelation and removes correlated samples (default is off).
takes_value: false
required: false