py35-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.
https://github.com/dfm/acor
This port has been deleted. This page will exist till another port with the name "py35-acor" comes
into existence.
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