chaospy.Acf

chaospy.Acf(poly, dist, n_steps=None, **kws)

Auto-correlation function.

Args:

poly (numpoly.ndpoly):

Polynomial of interest. Must have len(poly) > n_steps.

dist (Distribution):

Defines the space the correlation is taken on.

n_steps (int):

The number of time steps apart included. If omitted set to len(poly)/2+1.

Returns:

(numpy.ndarray) :

Auto-correlation of poly with shape (n_steps,). Note that by definition Q[0]=1.

Examples:

>>> poly = chaospy.monomial(1, 10)
>>> dist = chaospy.Uniform()
>>> chaospy.Acf(poly, dist).round(4)
array([1.    , 0.9915, 0.9722, 0.9457, 0.9127])