arviz.autocorr#
- arviz.autocorr(ary, axis=- 1)[source]#
Compute autocorrelation using FFT for every lag for the input array.
See https://en.wikipedia.org/wiki/autocorrelation#Efficient_computation
- Parameters
- aryNumpy array
An array containing MCMC samples
- Returns
- acorr: Numpy array same size as the input array