From: Matthias Troyer (troyer_at_[hidden])
Date: 2004-06-03 19:00:38
On Jun 1, 2004, at 11:24 PM, Tom Brinkman wrote:
> I've created a library for data series calculation and
> analysis.
>
> I've received permission to open-source the library
> and I would like
> to submit it for review to the boost if there is
> sufficient interest.
I would be very interested in a library that includes functions for
autocorrelation analysis in a time (data) series, and crosscorrelations
between them. Such functions are regularly needed in Monte Carlo
simulations.
Matthias