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Robust Equilibration Detection

Modules:

• confidence_intervals –

  Convenience function for computing 95 % confidence intervals.

• equilibration –

  Functions for selecting the equilibration time of a time series.

• ess –

  Functions to calculate the statistical inefficiency and effective sample size.

• gelman_rubin –

  Compute the Gelman-Rubin diagnostic.

• plot –

  Plotting functions.

• sse –

  Functions to calculate the squared standard error series.

• tests –

  Setup fixtures for the tests.

• variance –

  Functions to calculate the variance of a time series, accounting for autocorrelation.