Chi2fit.Statistics.auto
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auto
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Specs
Calculates the autocorrelation coefficient of a list of observations.
The implementation uses the discrete Fast Fourier Transform to calculate the autocorrelation.
For available options see Chi2fit.FFT.fft/2
. Returns a list of the autocorrelation coefficients.
Example
iex> auto [1,2,3]
[14.0, 7.999999999999999, 2.999999999999997]