Reference / binference.diagnostics.autocorr_time

binference.diagnostics.autocorr_time

binference.diagnostics.autocorr_time(x, c=5.0)

Integrated autocorrelation time with Sokal’s adaptive window.

Parameters:

xarray_like (n_draws,) or (n_chains, n_draws)

Draws; autocorrelation functions are averaged over chains, as in emcee.

cfloat, optional

Window factor: the window is the smallest lag at least c times the running estimate of the time.