Estimate the autocorrelation time of a time series quickly.
Dan Foreman-Mackey (NYU) made a few surface changes to the interface in order to write a Python wrapper (with the permission of the original author).
pip install acor
with sudo if you really need it.
git clone https://github.com/dfm/acor.git
cd acor python setup.py install
to compile and install the module acor in your Python path. The only dependency is NumPy (including the python-dev and python-numpy-dev packages which you might have to install separately on some systems).
Given some time series x, you can estimate the autocorrelation time (tau) using:
import acor tau, mean, sigma = acor.acor(x)
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