# pyerrors

# What is pyerrors?

`pyerrors` is a python package for error computation and propagation of Markov chain Monte Carlo data. It is based on the gamma method arXiv:hep-lat/0306017. Some of its features are:

- automatic differentiation as suggested in arXiv:1809.01289 (partly based on the autograd package)
- treatment of slow modes in the simulation as suggested in arXiv:1009.5228
- coherent error propagation for data from different Markov chains
- non-linear fits with x- and y-errors and exact linear error propagation based on automatic differentiation as introduced in [arXiv:1809.01289]
- real and complex matrix operations and their error propagation based on automatic differentiation (cholesky decomposition, calculation of eigenvalues and eigenvectors, singular value decomposition...)

## Getting started

    import numpy as np
    import pyerrors as pe

    my_obs = pe.Obs([samples], ['ensemble_name'])
    my_new_obs = 2 * np.log(my_obs) / my_obs
    my_new_obs.gamma_method()
    my_new_obs.details()
    print(my_new_obs)

# The `Obs` class

`pyerrors.obs.Obs`

    import pyerrors as pe

    my_obs = pe.Obs([samples], ['ensemble_name'])

## Multiple ensembles/replica

Error propagation for multiple ensembles (Markov chains with different simulation parameters) is handeled automatically. Ensembles are uniquely identified by their `name`.

Example:

    obs1 = pe.Obs([samples1], ['ensemble1'])
    obs2 = pe.Obs([samples1], ['ensemble2'])

    my_sum = obs1 + obs2
    my_sum.details()
    > Result         2.00596631e+00 +/- 0.00000000e+00 +/- 0.00000000e+00 (0.000%)
    > 1500 samples in 2 ensembles:
    >    ensemble1: ['ensemble1']
    >    ensemble2: ['ensemble2']

`pyerrors` identifies multiple replica (independent Markov chains with identical simulation parameters) by the vertical bar `|` in the name of the dataset.

Example:

    obs1 = pe.Obs([samples1], ['ensemble1|r01'])
    obs2 = pe.Obs([samples1], ['ensemble1|r02'])

    my_sum = obs1 + obs2
    my_sum.details()
    > Result         2.00596631e+00 +/- 0.00000000e+00 +/- 0.00000000e+00 (0.000%)
    > 1500 samples in 1 ensemble:
    >    ensemble1: ['ensemble1|r01', 'ensemble1|r02']

## Irregular Monte Carlo chains

Irregular Monte Carlo chains can be initilized with the parameter `idl`.

Example:

    # Observable defined on configurations 20 to 519
    obs1 = pe.Obs([samples1], ['ensemble1'], idl=[range(20, 520)])
    # Observable defined on every second configuration between 5 and 1003
    obs2 = pe.Obs([samples2], ['ensemble1'], idl=[range(5, 1005, 2)])
    # Observable defined on configurations 2, 9, 28, 29 and 501
    obs3 = pe.Obs([samples3], ['ensemble1'], idl=[[2, 9, 28, 29, 501]])

Warning: Irregular Monte Carlo chains can result in odd patterns in the autocorrelation functions. Make sure to check the with e.g. `pyerrors.obs.Obs.plot_rho` or `pyerrors.obs.Obs.plot_tauint`.

# Error propagation

Automatic differentiation, cite Alberto,

numpy overloaded

    import numpy as np
    import pyerrors as pe

    my_obs = pe.Obs([samples], ['ensemble_name'])
    my_new_obs = 2 * np.log(my_obs) / my_obs
    my_new_obs.gamma_method()
    my_new_obs.details()

# Error estimation

`pyerrors.obs.Obs.gamma_method`

$\delta_i\delta_j$

## Exponential tails

## Covariance

# Correlators

`pyerrors.correlators.Corr`

# Optimization / fits / roots

`pyerrors.fits` `pyerrors.roots`

# Complex observables

`pyerrors.obs.CObs`

# Matrix operations

`pyerrors.linalg`

# Input

`pyerrors.input`

View Source

    r'''
    # What is pyerrors?
    `pyerrors` is a python package for error computation and propagation of Markov chain Monte Carlo data.
    It is based on the **gamma method** [arXiv:hep-lat/0306017](https://arxiv.org/abs/hep-lat/0306017). Some of its features are:
    - **automatic differentiation** as suggested in [arXiv:1809.01289](https://arxiv.org/abs/1809.01289) (partly based on the [autograd](https://github.com/HIPS/autograd) package)
    - **treatment of slow modes** in the simulation as suggested in [arXiv:1009.5228](https://arxiv.org/abs/1009.5228)
    - coherent **error propagation** for data from **different Markov chains**
    - **non-linear fits with x- and y-errors** and exact linear error propagation based on automatic differentiation as introduced in [arXiv:1809.01289]
    - **real and complex matrix operations** and their error propagation based on automatic differentiation (cholesky decomposition, calculation of eigenvalues and eigenvectors, singular value decomposition...)

    ## Getting started

    ```python
    import numpy as np
    import pyerrors as pe

    my_obs = pe.Obs([samples], ['ensemble_name'])
    my_new_obs = 2 * np.log(my_obs) / my_obs
    my_new_obs.gamma_method()
    my_new_obs.details()
    print(my_new_obs)
    ```
    # The `Obs` class
    `pyerrors.obs.Obs`
    ```python
    import pyerrors as pe

    my_obs = pe.Obs([samples], ['ensemble_name'])
    ```

    ## Multiple ensembles/replica

    Error propagation for multiple ensembles (Markov chains with different simulation parameters) is handeled automatically. Ensembles are uniquely identified by their `name`.

    Example:
    ```python
    obs1 = pe.Obs([samples1], ['ensemble1'])
    obs2 = pe.Obs([samples1], ['ensemble2'])

    my_sum = obs1 + obs2
    my_sum.details()
    > Result	 2.00596631e+00 +/- 0.00000000e+00 +/- 0.00000000e+00 (0.000%)
    > 1500 samples in 2 ensembles:
    >    ensemble1: ['ensemble1']
    >    ensemble2: ['ensemble2']

    ```

    `pyerrors` identifies multiple replica (independent Markov chains with identical simulation parameters) by the vertical bar `|` in the name of the dataset.

    Example:
    ```python
    obs1 = pe.Obs([samples1], ['ensemble1|r01'])
    obs2 = pe.Obs([samples1], ['ensemble1|r02'])

    my_sum = obs1 + obs2
    my_sum.details()
    > Result	 2.00596631e+00 +/- 0.00000000e+00 +/- 0.00000000e+00 (0.000%)
    > 1500 samples in 1 ensemble:
    >    ensemble1: ['ensemble1|r01', 'ensemble1|r02']
    ```
    ## Irregular Monte Carlo chains

    Irregular Monte Carlo chains can be initilized with the parameter `idl`.

    Example:
    ```python
    # Observable defined on configurations 20 to 519
    obs1 = pe.Obs([samples1], ['ensemble1'], idl=[range(20, 520)])
    # Observable defined on every second configuration between 5 and 1003
    obs2 = pe.Obs([samples2], ['ensemble1'], idl=[range(5, 1005, 2)])
    # Observable defined on configurations 2, 9, 28, 29 and 501
    obs3 = pe.Obs([samples3], ['ensemble1'], idl=[[2, 9, 28, 29, 501]])
    ```

    **Warning:** Irregular Monte Carlo chains can result in odd patterns in the autocorrelation functions.
    Make sure to check the with e.g. `pyerrors.obs.Obs.plot_rho` or `pyerrors.obs.Obs.plot_tauint`.

    # Error propagation
    Automatic differentiation, cite Alberto,

    numpy overloaded
    ```python
    import numpy as np
    import pyerrors as pe

    my_obs = pe.Obs([samples], ['ensemble_name'])
    my_new_obs = 2 * np.log(my_obs) / my_obs
    my_new_obs.gamma_method()
    my_new_obs.details()
    ```

    # Error estimation
    `pyerrors.obs.Obs.gamma_method`

    $\delta_i\delta_j$

    ## Exponential tails

    ## Covariance

    # Correlators
    `pyerrors.correlators.Corr`

    # Optimization / fits / roots
    `pyerrors.fits`
    `pyerrors.roots`

    # Complex observables
    `pyerrors.obs.CObs`

    # Matrix operations
    `pyerrors.linalg`

    # Input
    `pyerrors.input`
    '''
    from .obs import *
    from .correlators import *
    from .fits import *
    from . import dirac
    from . import linalg
    from . import misc
    from . import mpm
    from . import npr
    from . import roots

    from .version import __version__