.autocorrelation_fft

Fast Fourier transform algorithm to compute the ACF across the whole chain lengt.
As noted by Vehtari et al. (2021), Section 3.2

internal

Fit mixed-effects location scale models with spike-and-slab priors on the location random effects to identify units with unusual residual variances. The method is described in detail in Carmo, Williams and Rast (2025) <https://osf.io/sh6ne>.

Philippe Rast

Individual Variance Detection

Marwin Carmo

.autocorrelation_fft function

<dl><dt>chain</dt>
<dd></dd></dl>

.autocorrelation_fft: Use fast Fourier transform to compute ACF

Description

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Author