# pyerrors.misc

View Source

    import pickle
    import numpy as np
    from .obs import Obs

    def dump_object(obj, name, **kwargs):
        """Dump object into pickle file.

        Parameters
        ----------
        obj : object
            object to be saved in the pickle file
        name : str
            name of the file
        path : str
            specifies a custom path for the file (default '.')
        """
        if 'path' in kwargs:
            file_name = kwargs.get('path') + '/' + name + '.p'
        else:
            file_name = name + '.p'
        with open(file_name, 'wb') as fb:
            pickle.dump(obj, fb)

    def load_object(path):
        """Load object from pickle file.

        Parameters
        ----------
        path : str
            path to the file
        """
        with open(path, 'rb') as file:
            return pickle.load(file)

    def gen_correlated_data(means, cov, name, tau=0.5, samples=1000):
        """ Generate observables with given covariance and autocorrelation times.

        Parameters
        ----------
        means : list
            list containing the mean value of each observable.
        cov : numpy.ndarray
            covariance matrix for the data to be generated.
        name : str
            ensemble name for the data to be geneated.
        tau : float or list
            can either be a real number or a list with an entry for
            every dataset.
        samples : int
            number of samples to be generated for each observable.
        """

        assert len(means) == cov.shape[-1]
        tau = np.asarray(tau)
        if np.min(tau) < 0.5:
            raise Exception('All integrated autocorrelations have to be >= 0.5.')

        a = (2 * tau - 1) / (2 * tau + 1)
        rand = np.random.multivariate_normal(np.zeros_like(means), cov * samples, samples)

        # Normalize samples such that sample variance matches input
        norm = np.array([np.var(o, ddof=1) / samples for o in rand.T])
        rand = rand @ np.diag(np.sqrt(np.diag(cov))) @ np.diag(1 / np.sqrt(norm))

        data = [rand[0]]
        for i in range(1, samples):
            data.append(np.sqrt(1 - a ** 2) * rand[i] + a * data[-1])
        corr_data = np.array(data) - np.mean(data, axis=0) + means
        return [Obs([dat], [name]) for dat in corr_data.T]

def dump_object(obj, name, **kwargs):
View Source

    def dump_object(obj, name, **kwargs):
        """Dump object into pickle file.

        Parameters
        ----------
        obj : object
            object to be saved in the pickle file
        name : str
            name of the file
        path : str
            specifies a custom path for the file (default '.')
        """
        if 'path' in kwargs:
            file_name = kwargs.get('path') + '/' + name + '.p'
        else:
            file_name = name + '.p'
        with open(file_name, 'wb') as fb:
            pickle.dump(obj, fb)

Dump object into pickle file.

###### Parameters

- obj (object): object to be saved in the pickle file
- name (str): name of the file
- path (str): specifies a custom path for the file (default '.')

def load_object(path):
View Source

    def load_object(path):
        """Load object from pickle file.

        Parameters
        ----------
        path : str
            path to the file
        """
        with open(path, 'rb') as file:
            return pickle.load(file)

Load object from pickle file.

###### Parameters

- path (str): path to the file

def gen_correlated_data(means, cov, name, tau=0.5, samples=1000):
View Source

    def gen_correlated_data(means, cov, name, tau=0.5, samples=1000):
        """ Generate observables with given covariance and autocorrelation times.

        Parameters
        ----------
        means : list
            list containing the mean value of each observable.
        cov : numpy.ndarray
            covariance matrix for the data to be generated.
        name : str
            ensemble name for the data to be geneated.
        tau : float or list
            can either be a real number or a list with an entry for
            every dataset.
        samples : int
            number of samples to be generated for each observable.
        """

        assert len(means) == cov.shape[-1]
        tau = np.asarray(tau)
        if np.min(tau) < 0.5:
            raise Exception('All integrated autocorrelations have to be >= 0.5.')

        a = (2 * tau - 1) / (2 * tau + 1)
        rand = np.random.multivariate_normal(np.zeros_like(means), cov * samples, samples)

        # Normalize samples such that sample variance matches input
        norm = np.array([np.var(o, ddof=1) / samples for o in rand.T])
        rand = rand @ np.diag(np.sqrt(np.diag(cov))) @ np.diag(1 / np.sqrt(norm))

        data = [rand[0]]
        for i in range(1, samples):
            data.append(np.sqrt(1 - a ** 2) * rand[i] + a * data[-1])
        corr_data = np.array(data) - np.mean(data, axis=0) + means
        return [Obs([dat], [name]) for dat in corr_data.T]

Generate observables with given covariance and autocorrelation times.

###### Parameters

- means (list): list containing the mean value of each observable.
- cov (numpy.ndarray): covariance matrix for the data to be generated.
- name (str): ensemble name for the data to be geneated.
- tau (float or list): can either be a real number or a list with an entry for every dataset.
- samples (int): number of samples to be generated for each observable.