/// <summary>
/// Runs the autocorrelation and returns its length (a tau value in literature).
/// </summary>
/// <param name="rw">Random walk data.</param>
/// <returns></returns>
public static float Run(RandomWalk rw)
{
float mean = rw.Average();
float var = rw.Variance(DIGITS_AFTER_COMMA);
float e = StandardStatisticsUtils.ExpectedValue(GetNumeratorValues(rw, mean), DIGITS_AFTER_COMMA);
float ro = e / var;
return(1.0f / ro);
}
public float Variance(int numbersAfterComma)
{
return(StandardStatisticsUtils.Variance(Data, numbersAfterComma));
}
public float ExpectedValue(int numbersAfterComma)
{
return(StandardStatisticsUtils.ExpectedValue(Data, numbersAfterComma));
}
