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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: 4.8.3572.0 (4.8.3572.0)
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 used for evaluating the series.

Type Parameters

T
The element type of the series.

Return Value

Double
The effective sample size when autocorrelation is taken into account.
See Also