PyMC3 autocorrplot() for any given array

Question

The autocorrplot() function gives the autocorrelation plot for the sampled data from the trace. If I already have a sample of data in the form of an array or list, can I use autocorrplot() to do the same? Is there any alternative to generate autocorrelation plots given a sequence of data? Please help.

Answer 1

autocorrplot is a wrapper around matplotlib's acorr. To get a similar look to pymc3's version, you can use something like

import numpy as np
import matplotlib.pyplot as plt

my_array = np.random.normal(size=1000)

plt.acorr(my_array, detrend=plt.mlab.detrend_mean, maxlags=100)
plt.xlim(0, 100)

Note the call to xlim at the end, since by default PyMC3 does not show negative correlations.