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MCMCDiagnosticsEffectiveSizeT Method

Computes the effective size of the sample when 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 EffectiveSize<T>(
	IEnumerable<T> series,
	Func<T, double> f
)

Parameters

series  IEnumerableT
The samples.
f  FuncT, Double
The function use for evaluating the series.

Type Parameters

T

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

Return Value

Double
The effective size when auto correlation is taken into account.
See Also