py-acor

v 1.1.1

estimate the autocorrelation time of time-series data 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.

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.

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https://github.com/dfm/acor

Installable ports: