sgld_student.py 文件源码

def get_thinning(X, nlags=50):
    autocorrelation = acf(X, nlags=nlags, fft=True)
    thinning = np.argmin(np.abs(autocorrelation - 0.95)) + 1
    return thinning, autocorrelation

#
# X = gen(TEST_CHAIN_SIZE, np.Inf)
# thinning, autocorr = get_thinning(X)
# print('thinning for AR normal simulation ', thinning, autocorr[thinning])