Adding autocorrelation function to sampling.py.

cmeutils/sampling.py

@@ -103,3 +103,14 @@ def is_equilibrated(data, threshold_fraction=0.50, threshold_neff=50, nskip=1):
         return [True, t0, g, Neff]
     else:
         return [False, None, None, None]
+
+
+def autocorr1D(array):
+    """
+    Takes in a linear np array, performs autocorrelation
+    function and returns normalized array with half the length
+    of the input
+    """
+    ft = np.fft.rfft(array - np.average(array))
+    acorr = np.fft.irfft(ft * np.conjugate(ft)) / (len(array) * np.var(array))
+    return acorr[0 : len(acorr) // 2]