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correlated-ts-ci


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Author: Brian Novak
License: GPL-3.0-or-later
Summary: Estimate confidence intervals in means of correlated time series with a small number of effective samples (like molecular dynamics simulations). If your time series is long enough that the standard error levels off completely as a function of block length, then this method is overkill and simply using a block bootstrap sampling with a sufficiently large block length is probably sufficient.
Latest version: 0.2.0
Required dependencies: arch | joblib | lmfit | numpy

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