Getting a model with a long decorrelation time despite having a very short input data stream may cause the current ar::decorrelation_time``to stop summing prematurely as the defaultarselbehavior is to integrate out no more than lagNgivenN` data points. Integrating out until the sum converges is dodgy just in case the sum doesn't converge.
Getting a model with a long decorrelation time despite having a very short input data stream may cause the current
ar::decorrelation_time``to stop summing prematurely as the defaultarselbehavior is to integrate out no more than lagNgivenN` data points. Integrating out until the sum converges is dodgy just in case the sum doesn't converge.