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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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