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geweke_moments.m: correctly use parameter instead of hard-coded value

time-shift
Johannes Pfeifer 2020-02-16 12:14:04 +01:00
parent 00eb074630
commit 14ef010b9e
1 changed files with 1 additions and 1 deletions
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matlab/convergence_diagnostics/geweke_moments.m
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@ -89,7 +89,7 @@ results_struct.rne_iid = results_vec(1,4);
centered_window_means=window_means-total_mean;
autocov_grouped_means=zeros(n_groups,1);
for lag=0:n_groups-1
autocov_grouped_means(lag+1)=centered_window_means(lag+1:n_groups,1)'*centered_window_means(1:n_groups-lag,1)/100;
autocov_grouped_means(lag+1)=centered_window_means(lag+1:n_groups,1)'*centered_window_means(1:n_groups-lag,1)/n_groups;
end
% numerical standard error with tapered autocovariance functions