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devmotion committed Jun 21, 2021
2 parents 9f4dcce + a7b9998 commit 6521e3b
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Expand Up @@ -28,6 +28,12 @@ the effective sample size of MCMC chains.
The algorithm is the same as the one of [`ESSMethod`](@ref) but this method uses fast
Fourier transforms (FFTs) for estimating the autocorrelation.
!!! info
To be able to use this method, you have to load a package that implements the
[AbstractFFTs.jl](https://github.com/JuliaMath/AbstractFFTs.jl) interface such
as [FFTW.jl](https://github.com/JuliaMath/FFTW.jl) or
[FastTransforms.jl](https://github.com/JuliaApproximation/FastTransforms.jl).
"""
struct FFTESSMethod <: AbstractESSMethod end

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