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remove gsl

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This commit is contained in:
Daniel Bauer
2020-10-26 10:20:41 +01:00
parent 2876c1dc3a
commit 8a88d7742a
6 changed files with 68 additions and 34 deletions
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6
src/correlation_analysis.rs
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@@ -1,4 +1,4 @@
use rgsl::statistics;
use super::statistics;
// calculates the statistical inefficiency g of the given timeseries
// the quantity g can be thought of: N/g is the number of uncorrelated
@@ -28,9 +28,9 @@ pub fn statistical_ineff(timeseries: &[f64]) -> f64 {
// calculates the autocorrelation of a simeseries
fn autocorrelation(timeseries: &[f64]) -> Vec<f64> {
let n = timeseries.len();
let mean = statistics::mean(timeseries, 1, timeseries.len());
let mean = statistics::mean(timeseries);
let d_mean = timeseries.iter().map(|x| x-mean).collect::<Vec<f64>>();
let cov = statistics::covariance(timeseries, 1, timeseries, 1, n);
let cov = statistics::autocov(timeseries);
let mut autocorr = Vec::new();
for t in 1..(n-1) {