RhysU / ar

Autoregressive process modeling tools in header-only C++
Mozilla Public License 2.0
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Monitor convergence of T0 #5

Open RhysU opened 11 years ago

RhysU commented 11 years ago

Somehow monitor that T0 has indeed converged when computing ar::decorrelation_time(...). Currently up to some maximum autocorrelation time is computed, but there's no check to indicate whether or not the value provided was large enough.

window_T0 in arsel.cpp is a first step in this direction, but it's not sufficient.