#+TITLE: BlockingMethod.jl #+AUTHOR: David James, davidabraham@ucla.edu

  • 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

  • Usage The method returns two values, the mean and standard deviation for the set of data inputted into estimate. #+BEGIN_SRC julia

    using the package

    using BlockingMethod

    set of data

    x = rand(1000)

    mn, std = estimate(x) #+END_SRC