stats.hpp File Reference

Online statistics for Monte Carlo observables. More...

#include "core/types.hpp"
#include <vector>
#include <cmath>

Go to the source code of this file.

Classes
struct	num::RunningStats
struct	num::Histogram

Namespaces
namespace	num

Functions
real	num::autocorr_time (const real *data, idx n, real c=6.0)

Detailed Description

Online statistics for Monte Carlo observables.

RunningStats: Welford online mean + variance, no data storage needed. Histogram: Fixed-bin histogram with reweighting for WHAM analysis. autocorr_time: Integrated autocorrelation time from a stored time series.

Definition in file stats.hpp.