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