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MCMCDiagnosticsACFT Method

Computes the auto correlations of a series evaluated by a function f.

Namespace: Altaxo.Calc.Statistics.Mcmc
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3572.0 (4.8.3572.0)
Syntax
C#
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public static double ACF<T>(
	IEnumerable<T> series,
	int lag,
	Func<T, double> f
)

Parameters

series  IEnumerableT
The series for computing the auto correlation.
lag  Int32
The lag in the series
f  FuncT, Double
The function used to evaluate the series.

Type Parameters

T
The element type of the series.

Return Value

Double
The auto correlation.
Exceptions
ExceptionCondition
ArgumentOutOfRangeExceptionThrows if lag is zero or if lag is greater than or equal to the length of Series.
See Also