Documentation:Monte Carlo Equilibration
Monte Carlo equilibration
We have a timeseries of N measurements obtained from a Monte Carlo simulation, i.e. .
Suppose (s.t. ) is the least-squares best fitted line, we attempt to minimize w.r.t. and .
Slope of best-fitted line
Error in slope of best-fitted line
Denoting , we have:
Using the standard z-test, we reject at confidence interval if
pyalps.checkNonSteadyState(outfile, observables, confidenceInterval=0.63, simplified=False, includeLog=False)