Enumeration

NumCosmoMathStatsAcorrDiag

Declaration

flags NumCosmoMath.StatsAcorrDiag

Description [src]

Conditions attached to an estimate. Every one of them means the estimate is not to be read as a converged autocorrelation time.

Members

NCM_STATS_ACORR_DIAG_OK

No condition detected.

  • Value: 0
  • Available since: 1.0
NCM_STATS_ACORR_DIAG_SHORT_CHAIN

Fewer than NcmStatsAcorr:reliability-factor autocorrelation times in the series.

  • Value: 1
  • Available since: 1.0
NCM_STATS_ACORR_DIAG_WINDOW_TRUNCATED

No level resolves the correlation within NcmStatsAcorr:max-lag lags, the estimate is a lower bound.

  • Value: 2
  • Available since: 1.0
NCM_STATS_ACORR_DIAG_DRIFT

The means of the first and of the second half of the series differ by more than NcmStatsAcorr:drift-threshold standard errors.

  • Value: 4
  • Available since: 1.0
NCM_STATS_ACORR_DIAG_METHOD_DISAGREEMENT

The two estimators of NCM_STATS_ACORR_METHOD_MAX differ by more than a factor of two.

  • Value: 8
  • Available since: 1.0
NCM_STATS_ACORR_DIAG_ZERO_VARIANCE

The series never moved, so $\tau$ is unbounded and is reported at its cap, the number of samples.

  • Value: 16
  • Available since: 1.0
NCM_STATS_ACORR_DIAG_VARIANCE_SHIFT

The two halves of the series differ in variance by more than a factor of a hundred, which is what an unremoved burn-in looks like.

  • Value: 32
  • Available since: 1.0

Type functions

ncm_stats_acorr_diag_to_string
No description available.