This PR now contains 5 estimators for the integrated autocorrelation time / statistical inefficiency. They are basically the ones from http://arxiv.org/pdf/1011.0175.pdf
batch means
linear fit to the frequency portion of the periodogram
AR(p) model
geyer's initial positive sequence
pymbar's esimator (truncating the window when the empirical acf crosses zero -- this is very similar to geyer's).
Still needs:
[x] proper API / docstrings
[x] support for multidimensional input data (many 1D AR(p), not VAR).
This PR now contains 5 estimators for the integrated autocorrelation time / statistical inefficiency. They are basically the ones from http://arxiv.org/pdf/1011.0175.pdf
pymbar's esimator (truncating the window when the empirical acf crosses zero -- this is very similar to geyer's).Still needs:
cc: https://github.com/choderalab/pymbar/issues/131