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uncorrelate data

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This commit is contained in:
Daniel Bauer
2020-10-25 20:36:02 +01:00
parent 07fc8344fe
commit b9d08ae24b
5 changed files with 160 additions and 5 deletions
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4
src/correlation_analysis.rs
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@@ -6,7 +6,7 @@ use rgsl::statistics;
// the a multiple of g
// For details, see "Chodera et al. (2007). Use of a Weighted Histogram Analysis
// Method for the Analysis of Simulated and Parallel Tempering Simulations, JCTC"
fn statistical_ineff(timeseries: &[f64]) -> f64 {
pub fn statistical_ineff(timeseries: &[f64]) -> f64 {
let n = timeseries.len();
let autocorr = autocorrelation(timeseries);
@@ -43,7 +43,7 @@ fn autocorrelation(timeseries: &[f64]) -> Vec<f64> {
// The autocorrelation time of a timeseries can be deduced from the
// `statistical_ineff` by (g-1)/2.0
fn autocorrelation_time(g: f64) -> f64 {
pub fn autocorrelation_time(g: f64) -> f64 {
(g - 1.0) / 2.0
}