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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: 4.8.3261.0 (4.8.3261.0)
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

[Missing <typeparam name="T"/> documentation for "M:Altaxo.Calc.Statistics.Mcmc.MCMCDiagnostics.ACF``1(System.Collections.Generic.IEnumerable{``0},System.Int32,System.Func{``0,System.Double})"]

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