#+TITLE: BlockingMethod.jl #+AUTHOR: David James, davidabraham@ucla.edu
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Description This package performs time series analysis on a set of data. The estimator performs a "Blocking Method" to output the mean and standard deviation. For more information on the method refernce:
#+BEGIN_SRC bibtex @article{article, author = {Flyvbjerg, Henrik and Petersen, H.G.}, year = {1989}, month = {07}, pages = {}, title = {Error Estimates on Averages of Correlated Data}, volume = {91}, journal = {The Journal of Chemical Physics}, doi = {10.1063/1.457480} } #+END_SRC
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Usage The method returns two values, the mean and standard deviation for the set of data inputted into
estimate. #+BEGIN_SRC juliausing the package
using BlockingMethod
set of data
x = rand(1000)
mn, std = estimate(x) #+END_SRC