[ANN] BinningAnalysis.jl

Hi all,

let me announce the small and lightweight BinningAnalysis.jl.

The package provides tools to estimate standard errors and autocorrelation times of correlated time series. A typical example is a Markov chain obtained in a Metropolis Monte Carlo simulation.

Concretely, we currently offer

  • Logarithmic binning
    • Size complexity: O(log(N))
    • Time complexity: O(N)
  • “Full” binning (all bin sizes that work out evenly)
  • Jackknife resampling

Feel free to checkout the (registered) package. Any feedback is very welcome.

Best

Carsten

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