feat: removed computation of drho from standard windowing procedure.

[fjosw]

I recently looked at simulations where I have access to more than a million samples and noticed that the standard windowing procedure can become very slow because most of the time is spent computing the error of rho which is not needed for the windowing but only when visualizing rho as a function of the window. For this reason I propose to remove the computation of drho for the standard windowing procedure. On my machine in a test setup with 5 million samples and $\tau_\mathrm{int}\approx 150$ the gamma method took 20.4s with the previous version and 820ms after the change.

The only downside that I can see is that the error of rho is not available for every data point when calling the plot_rho method. I attached how the output of this method looks like with the changes I propose.

[s-kuberski]

Hi! This is certainly some unnecessary work when one does not like to inspect the autocorrelation explicitly. Have you considered pull the method out of gamma_method such that one could call it explicitly, e.g., when plotting rho? Otherwise the user has to go great length to do this themselves. On could do trigger the computation as default or via keyword in plot_rho.

[fjosw]

Thanks for the feedback. I thought about the option of calling _compute_drho in plot_rho but thought it takes me to long to implement and test it. I will merge the PR for now but we could come back to this if it is needed.