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acor 1.0.0
Estimate the autocorrelation time of a time series very quickly.
This is a direct port of a C++ routine by Jonathan Goodman (NYU) called ACOR that estimates the autocorrelation time of time series data very quickly.
Dan Foreman-Mackey (NYU) made a few surface changes to the interface in order to write a Python wrapper (with the permission of the original author).
Installation
Just run pip install acor with the optional sudo if you need it. NumPy and the associated dev headers are needed.
Usage
Given some time series x, you can estimate the autocorrelation time (tau) using:
import acor tau, mean, sigma = acor.acor(x)
References
| File | Type | Py Version | Uploaded on | Size | # downloads |
|---|---|---|---|---|---|
| acor-1.0.0.tar.gz (md5) | Source | 2012-02-02 | 3KB | 261 | |
- Author: Daniel Foreman-Mackey and Jonathan Goodman
- Home Page: http://github.com/dfm/acor/
- License: MIT
- Categories
- Package Index Owner: danfm
- DOAP record: acor-1.0.0.xml