Function rgsl::statistics::lag1_autocorrelation

pub fn lag1_autocorrelation(data: &[f64], stride: usize, n: usize) -> f64

This function computes the lag-1 autocorrelation of the dataset data.

a_1 = {\sum_{i = 1}^{n} (x_{i} - \Hat\mu) (x_{i-1} - \Hat\mu) \over \sum_{i = 1}^{n} (x_{i} - \Hat\mu) (x_{i} - \Hat\mu)}