blocking code taken from https://github.com/computative/block/blob/master/python/tictoc.py and their paper on
"Standard error estimation by an automated blocking method". Need to justify auto-covariance and test observer.
also need to investigate the magic numbers used.
mortele
commented
3 years ago
blocking code taken from https://github.com/computative/block/blob/master/python/tictoc.py and their paper on "Standard error estimation by an automated blocking method". Need to justify auto-covariance and test observer. also need to investigate the magic numbers used.
The bootsrap code seems functional.