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Improve decorrelation_time summation behavior #16

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RhysU opened this issue Jan 13, 2014 · 0 comments
Open

Improve decorrelation_time summation behavior #16

RhysU opened this issue Jan 13, 2014 · 0 comments

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@RhysU
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RhysU commented Jan 13, 2014

Getting a model with a long decorrelation time despite having a very short input data stream may cause the current ar::decorrelation_time``to stop summing prematurely as the defaultarselbehavior is to integrate out no more than lagNgivenN` data points. Integrating out until the sum converges is dodgy just in case the sum doesn't converge.
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