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increase tolerance in unbiased autocorrelation test
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jonny-so committed Oct 5, 2024
1 parent 5344700 commit 29c866d
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2 changes: 1 addition & 1 deletion test/test_diagnostics.py
Original file line number Diff line number Diff line change
Expand Up @@ -71,7 +71,7 @@ def test_autocorrelation():
# the unbiased estimator has variance O(1) at large lags
x = np.random.normal(size=20000)
ac = autocorrelation(x, unbiased=True)
assert_(np.any(np.abs(ac[-100:]) > 0.01))
assert_(np.any(np.abs(ac[-100:]) > 1.))

ac = autocorrelation(x, unbiased=False)
assert_allclose(np.abs(ac[-100:]), 0.0, atol=0.01)
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