diff --git a/docs/pyerrors/obs.html b/docs/pyerrors/obs.html index 96bed05a..809eac44 100644 --- a/docs/pyerrors/obs.html +++ b/docs/pyerrors/obs.html @@ -496,1343 +496,1346 @@ 289 self.e_n_dtauint[e_name][0] = 0.0 290 291 def _compute_drho(i): - 292 tmp = self.e_rho[e_name][i + 1:w_max] + np.concatenate([self.e_rho[e_name][i - 1::-1], self.e_rho[e_name][1:w_max - 2 * i]]) - 2 * self.e_rho[e_name][i] * self.e_rho[e_name][1:w_max - i] - 293 self.e_drho[e_name][i] = np.sqrt(np.sum(tmp ** 2) / e_N) - 294 - 295 if self.tau_exp[e_name] > 0: - 296 _compute_drho(gapsize) - 297 texp = self.tau_exp[e_name] - 298 # Critical slowing down analysis - 299 if w_max // 2 <= 1: - 300 raise Exception("Need at least 8 samples for tau_exp error analysis") - 301 for n in range(gapsize, w_max // 2, gapsize): - 302 _compute_drho(n + gapsize) - 303 if (self.e_rho[e_name][n] - self.N_sigma[e_name] * self.e_drho[e_name][n]) < 0 or n >= w_max // 2 - 2: - 304 # Bias correction hep-lat/0306017 eq. (49) included - 305 self.e_tauint[e_name] = self.e_n_tauint[e_name][n] * (1 + (2 * n / gapsize + 1) / e_N) / (1 + 1 / e_N) + texp * np.abs(self.e_rho[e_name][n + 1]) # The absolute makes sure, that the tail contribution is always positive - 306 self.e_dtauint[e_name] = np.sqrt(self.e_n_dtauint[e_name][n] ** 2 + texp ** 2 * self.e_drho[e_name][n + 1] ** 2) - 307 # Error of tau_exp neglected so far, missing term: self.e_rho[e_name][n + 1] ** 2 * d_tau_exp ** 2 - 308 self.e_dvalue[e_name] = np.sqrt(2 * self.e_tauint[e_name] * e_gamma[e_name][0] * (1 + 1 / e_N) / e_N) - 309 self.e_ddvalue[e_name] = self.e_dvalue[e_name] * np.sqrt((n / gapsize + 0.5) / e_N) - 310 self.e_windowsize[e_name] = n - 311 break - 312 else: - 313 if self.S[e_name] == 0.0: - 314 self.e_tauint[e_name] = 0.5 - 315 self.e_dtauint[e_name] = 0.0 - 316 self.e_dvalue[e_name] = np.sqrt(e_gamma[e_name][0] / (e_N - 1)) - 317 self.e_ddvalue[e_name] = self.e_dvalue[e_name] * np.sqrt(0.5 / e_N) - 318 self.e_windowsize[e_name] = 0 - 319 else: - 320 # Standard automatic windowing procedure - 321 tau = self.S[e_name] / np.log((2 * self.e_n_tauint[e_name][gapsize::gapsize] + 1) / (2 * self.e_n_tauint[e_name][gapsize::gapsize] - 1)) - 322 g_w = np.exp(- np.arange(1, len(tau) + 1) / tau) - tau / np.sqrt(np.arange(1, len(tau) + 1) * e_N) - 323 for n in range(1, w_max): - 324 if g_w[n - 1] < 0 or n >= w_max - 1: - 325 _compute_drho(gapsize * n) - 326 n *= gapsize - 327 self.e_tauint[e_name] = self.e_n_tauint[e_name][n] * (1 + (2 * n / gapsize + 1) / e_N) / (1 + 1 / e_N) # Bias correction hep-lat/0306017 eq. (49) - 328 self.e_dtauint[e_name] = self.e_n_dtauint[e_name][n] - 329 self.e_dvalue[e_name] = np.sqrt(2 * self.e_tauint[e_name] * e_gamma[e_name][0] * (1 + 1 / e_N) / e_N) - 330 self.e_ddvalue[e_name] = self.e_dvalue[e_name] * np.sqrt((n / gapsize + 0.5) / e_N) - 331 self.e_windowsize[e_name] = n - 332 break - 333 - 334 self._dvalue += self.e_dvalue[e_name] ** 2 - 335 self.ddvalue += (self.e_dvalue[e_name] * self.e_ddvalue[e_name]) ** 2 + 292 tmp = (self.e_rho[e_name][i + 1:w_max] + 293 + np.concatenate([self.e_rho[e_name][i - 1:None if i - w_max // 2 < 0 else 2 * (i - w_max // 2):-1], + 294 self.e_rho[e_name][1:max(1, w_max - 2 * i)]]) + 295 - 2 * self.e_rho[e_name][i] * self.e_rho[e_name][1:w_max - i]) + 296 self.e_drho[e_name][i] = np.sqrt(np.sum(tmp ** 2) / e_N) + 297 + 298 if self.tau_exp[e_name] > 0: + 299 _compute_drho(gapsize) + 300 texp = self.tau_exp[e_name] + 301 # Critical slowing down analysis + 302 if w_max // 2 <= 1: + 303 raise Exception("Need at least 8 samples for tau_exp error analysis") + 304 for n in range(gapsize, w_max // 2, gapsize): + 305 _compute_drho(n + gapsize) + 306 if (self.e_rho[e_name][n] - self.N_sigma[e_name] * self.e_drho[e_name][n]) < 0 or n >= w_max // 2 - 2: + 307 # Bias correction hep-lat/0306017 eq. (49) included + 308 self.e_tauint[e_name] = self.e_n_tauint[e_name][n] * (1 + (2 * n / gapsize + 1) / e_N) / (1 + 1 / e_N) + texp * np.abs(self.e_rho[e_name][n + 1]) # The absolute makes sure, that the tail contribution is always positive + 309 self.e_dtauint[e_name] = np.sqrt(self.e_n_dtauint[e_name][n] ** 2 + texp ** 2 * self.e_drho[e_name][n + 1] ** 2) + 310 # Error of tau_exp neglected so far, missing term: self.e_rho[e_name][n + 1] ** 2 * d_tau_exp ** 2 + 311 self.e_dvalue[e_name] = np.sqrt(2 * self.e_tauint[e_name] * e_gamma[e_name][0] * (1 + 1 / e_N) / e_N) + 312 self.e_ddvalue[e_name] = self.e_dvalue[e_name] * np.sqrt((n / gapsize + 0.5) / e_N) + 313 self.e_windowsize[e_name] = n + 314 break + 315 else: + 316 if self.S[e_name] == 0.0: + 317 self.e_tauint[e_name] = 0.5 + 318 self.e_dtauint[e_name] = 0.0 + 319 self.e_dvalue[e_name] = np.sqrt(e_gamma[e_name][0] / (e_N - 1)) + 320 self.e_ddvalue[e_name] = self.e_dvalue[e_name] * np.sqrt(0.5 / e_N) + 321 self.e_windowsize[e_name] = 0 + 322 else: + 323 # Standard automatic windowing procedure + 324 tau = self.S[e_name] / np.log((2 * self.e_n_tauint[e_name][gapsize::gapsize] + 1) / (2 * self.e_n_tauint[e_name][gapsize::gapsize] - 1)) + 325 g_w = np.exp(- np.arange(1, len(tau) + 1) / tau) - tau / np.sqrt(np.arange(1, len(tau) + 1) * e_N) + 326 for n in range(1, w_max // gapsize): + 327 if g_w[n - 1] < 0 or n >= w_max // gapsize - 1: + 328 _compute_drho(gapsize * n) + 329 n *= gapsize + 330 self.e_tauint[e_name] = self.e_n_tauint[e_name][n] * (1 + (2 * n / gapsize + 1) / e_N) / (1 + 1 / e_N) # Bias correction hep-lat/0306017 eq. (49) + 331 self.e_dtauint[e_name] = self.e_n_dtauint[e_name][n] + 332 self.e_dvalue[e_name] = np.sqrt(2 * self.e_tauint[e_name] * e_gamma[e_name][0] * (1 + 1 / e_N) / e_N) + 333 self.e_ddvalue[e_name] = self.e_dvalue[e_name] * np.sqrt((n / gapsize + 0.5) / e_N) + 334 self.e_windowsize[e_name] = n + 335 break 336 - 337 for e_name in self.cov_names: - 338 self.e_dvalue[e_name] = np.sqrt(self.covobs[e_name].errsq()) - 339 self.e_ddvalue[e_name] = 0 - 340 self._dvalue += self.e_dvalue[e_name]**2 - 341 - 342 self._dvalue = np.sqrt(self._dvalue) - 343 if self._dvalue == 0.0: - 344 self.ddvalue = 0.0 - 345 else: - 346 self.ddvalue = np.sqrt(self.ddvalue) / self._dvalue - 347 return - 348 - 349 gm = gamma_method - 350 - 351 def _calc_gamma(self, deltas, idx, shape, w_max, fft): - 352 """Calculate Gamma_{AA} from the deltas, which are defined on idx. - 353 idx is assumed to be a contiguous range (possibly with a stepsize != 1) - 354 - 355 Parameters - 356 ---------- - 357 deltas : list - 358 List of fluctuations - 359 idx : list - 360 List or range of configurations on which the deltas are defined. - 361 shape : int - 362 Number of configurations in idx. - 363 w_max : int - 364 Upper bound for the summation window. - 365 fft : bool - 366 determines whether the fft algorithm is used for the computation - 367 of the autocorrelation function. - 368 """ - 369 gamma = np.zeros(w_max) - 370 deltas = _expand_deltas(deltas, idx, shape) - 371 new_shape = len(deltas) - 372 if fft: - 373 max_gamma = min(new_shape, w_max) - 374 # The padding for the fft has to be even - 375 padding = new_shape + max_gamma + (new_shape + max_gamma) % 2 - 376 gamma[:max_gamma] += np.fft.irfft(np.abs(np.fft.rfft(deltas, padding)) ** 2)[:max_gamma] - 377 else: - 378 for n in range(w_max): - 379 if new_shape - n >= 0: - 380 gamma[n] += deltas[0:new_shape - n].dot(deltas[n:new_shape]) - 381 - 382 return gamma - 383 - 384 def details(self, ens_content=True): - 385 """Output detailed properties of the Obs. + 337 self._dvalue += self.e_dvalue[e_name] ** 2 + 338 self.ddvalue += (self.e_dvalue[e_name] * self.e_ddvalue[e_name]) ** 2 + 339 + 340 for e_name in self.cov_names: + 341 self.e_dvalue[e_name] = np.sqrt(self.covobs[e_name].errsq()) + 342 self.e_ddvalue[e_name] = 0 + 343 self._dvalue += self.e_dvalue[e_name]**2 + 344 + 345 self._dvalue = np.sqrt(self._dvalue) + 346 if self._dvalue == 0.0: + 347 self.ddvalue = 0.0 + 348 else: + 349 self.ddvalue = np.sqrt(self.ddvalue) / self._dvalue + 350 return + 351 + 352 gm = gamma_method + 353 + 354 def _calc_gamma(self, deltas, idx, shape, w_max, fft): + 355 """Calculate Gamma_{AA} from the deltas, which are defined on idx. + 356 idx is assumed to be a contiguous range (possibly with a stepsize != 1) + 357 + 358 Parameters + 359 ---------- + 360 deltas : list + 361 List of fluctuations + 362 idx : list + 363 List or range of configurations on which the deltas are defined. + 364 shape : int + 365 Number of configurations in idx. + 366 w_max : int + 367 Upper bound for the summation window. + 368 fft : bool + 369 determines whether the fft algorithm is used for the computation + 370 of the autocorrelation function. + 371 """ + 372 gamma = np.zeros(w_max) + 373 deltas = _expand_deltas(deltas, idx, shape) + 374 new_shape = len(deltas) + 375 if fft: + 376 max_gamma = min(new_shape, w_max) + 377 # The padding for the fft has to be even + 378 padding = new_shape + max_gamma + (new_shape + max_gamma) % 2 + 379 gamma[:max_gamma] += np.fft.irfft(np.abs(np.fft.rfft(deltas, padding)) ** 2)[:max_gamma] + 380 else: + 381 for n in range(w_max): + 382 if new_shape - n >= 0: + 383 gamma[n] += deltas[0:new_shape - n].dot(deltas[n:new_shape]) + 384 + 385 return gamma 386 - 387 Parameters - 388 ---------- - 389 ens_content : bool - 390 print details about the ensembles and replica if true. - 391 """ - 392 if self.tag is not None: - 393 print("Description:", self.tag) - 394 if not hasattr(self, 'e_dvalue'): - 395 print('Result\t %3.8e' % (self.value)) - 396 else: - 397 if self.value == 0.0: - 398 percentage = np.nan - 399 else: - 400 percentage = np.abs(self._dvalue / self.value) * 100 - 401 print('Result\t %3.8e +/- %3.8e +/- %3.8e (%3.3f%%)' % (self.value, self._dvalue, self.ddvalue, percentage)) - 402 if len(self.e_names) > 1: - 403 print(' Ensemble errors:') - 404 e_content = self.e_content - 405 for e_name in self.mc_names: - 406 if isinstance(self.idl[e_content[e_name][0]], range): - 407 gap = self.idl[e_content[e_name][0]].step - 408 else: - 409 gap = np.min(np.diff(self.idl[e_content[e_name][0]])) - 410 - 411 if len(self.e_names) > 1: - 412 print('', e_name, '\t %3.6e +/- %3.6e' % (self.e_dvalue[e_name], self.e_ddvalue[e_name])) - 413 tau_string = " \N{GREEK SMALL LETTER TAU}_int\t " + _format_uncertainty(self.e_tauint[e_name], self.e_dtauint[e_name]) - 414 tau_string += f" in units of {gap} config" - 415 if gap > 1: - 416 tau_string += "s" - 417 if self.tau_exp[e_name] > 0: - 418 tau_string = f"{tau_string: <45}" + '\t(\N{GREEK SMALL LETTER TAU}_exp=%3.2f, N_\N{GREEK SMALL LETTER SIGMA}=%1.0i)' % (self.tau_exp[e_name], self.N_sigma[e_name]) - 419 else: - 420 tau_string = f"{tau_string: <45}" + '\t(S=%3.2f)' % (self.S[e_name]) - 421 print(tau_string) - 422 for e_name in self.cov_names: - 423 print('', e_name, '\t %3.8e' % (self.e_dvalue[e_name])) - 424 if ens_content is True: - 425 if len(self.e_names) == 1: - 426 print(self.N, 'samples in', len(self.e_names), 'ensemble:') - 427 else: - 428 print(self.N, 'samples in', len(self.e_names), 'ensembles:') - 429 my_string_list = [] - 430 for key, value in sorted(self.e_content.items()): - 431 if key not in self.covobs: - 432 my_string = ' ' + "\u00B7 Ensemble '" + key + "' " - 433 if len(value) == 1: - 434 my_string += f': {self.shape[value[0]]} configurations' - 435 if isinstance(self.idl[value[0]], range): - 436 my_string += f' (from {self.idl[value[0]].start} to {self.idl[value[0]][-1]}' + int(self.idl[value[0]].step != 1) * f' in steps of {self.idl[value[0]].step}' + ')' - 437 else: - 438 my_string += f' (irregular range from {self.idl[value[0]][0]} to {self.idl[value[0]][-1]})' - 439 else: - 440 sublist = [] - 441 for v in value: - 442 my_substring = ' ' + "\u00B7 Replicum '" + v[len(key) + 1:] + "' " - 443 my_substring += f': {self.shape[v]} configurations' - 444 if isinstance(self.idl[v], range): - 445 my_substring += f' (from {self.idl[v].start} to {self.idl[v][-1]}' + int(self.idl[v].step != 1) * f' in steps of {self.idl[v].step}' + ')' - 446 else: - 447 my_substring += f' (irregular range from {self.idl[v][0]} to {self.idl[v][-1]})' - 448 sublist.append(my_substring) - 449 - 450 my_string += '\n' + '\n'.join(sublist) - 451 else: - 452 my_string = ' ' + "\u00B7 Covobs '" + key + "' " - 453 my_string_list.append(my_string) - 454 print('\n'.join(my_string_list)) - 455 - 456 def reweight(self, weight): - 457 """Reweight the obs with given rewighting factors. + 387 def details(self, ens_content=True): + 388 """Output detailed properties of the Obs. + 389 + 390 Parameters + 391 ---------- + 392 ens_content : bool + 393 print details about the ensembles and replica if true. + 394 """ + 395 if self.tag is not None: + 396 print("Description:", self.tag) + 397 if not hasattr(self, 'e_dvalue'): + 398 print('Result\t %3.8e' % (self.value)) + 399 else: + 400 if self.value == 0.0: + 401 percentage = np.nan + 402 else: + 403 percentage = np.abs(self._dvalue / self.value) * 100 + 404 print('Result\t %3.8e +/- %3.8e +/- %3.8e (%3.3f%%)' % (self.value, self._dvalue, self.ddvalue, percentage)) + 405 if len(self.e_names) > 1: + 406 print(' Ensemble errors:') + 407 e_content = self.e_content + 408 for e_name in self.mc_names: + 409 if isinstance(self.idl[e_content[e_name][0]], range): + 410 gap = self.idl[e_content[e_name][0]].step + 411 else: + 412 gap = np.min(np.diff(self.idl[e_content[e_name][0]])) + 413 + 414 if len(self.e_names) > 1: + 415 print('', e_name, '\t %3.6e +/- %3.6e' % (self.e_dvalue[e_name], self.e_ddvalue[e_name])) + 416 tau_string = " \N{GREEK SMALL LETTER TAU}_int\t " + _format_uncertainty(self.e_tauint[e_name], self.e_dtauint[e_name]) + 417 tau_string += f" in units of {gap} config" + 418 if gap > 1: + 419 tau_string += "s" + 420 if self.tau_exp[e_name] > 0: + 421 tau_string = f"{tau_string: <45}" + '\t(\N{GREEK SMALL LETTER TAU}_exp=%3.2f, N_\N{GREEK SMALL LETTER SIGMA}=%1.0i)' % (self.tau_exp[e_name], self.N_sigma[e_name]) + 422 else: + 423 tau_string = f"{tau_string: <45}" + '\t(S=%3.2f)' % (self.S[e_name]) + 424 print(tau_string) + 425 for e_name in self.cov_names: + 426 print('', e_name, '\t %3.8e' % (self.e_dvalue[e_name])) + 427 if ens_content is True: + 428 if len(self.e_names) == 1: + 429 print(self.N, 'samples in', len(self.e_names), 'ensemble:') + 430 else: + 431 print(self.N, 'samples in', len(self.e_names), 'ensembles:') + 432 my_string_list = [] + 433 for key, value in sorted(self.e_content.items()): + 434 if key not in self.covobs: + 435 my_string = ' ' + "\u00B7 Ensemble '" + key + "' " + 436 if len(value) == 1: + 437 my_string += f': {self.shape[value[0]]} configurations' + 438 if isinstance(self.idl[value[0]], range): + 439 my_string += f' (from {self.idl[value[0]].start} to {self.idl[value[0]][-1]}' + int(self.idl[value[0]].step != 1) * f' in steps of {self.idl[value[0]].step}' + ')' + 440 else: + 441 my_string += f' (irregular range from {self.idl[value[0]][0]} to {self.idl[value[0]][-1]})' + 442 else: + 443 sublist = [] + 444 for v in value: + 445 my_substring = ' ' + "\u00B7 Replicum '" + v[len(key) + 1:] + "' " + 446 my_substring += f': {self.shape[v]} configurations' + 447 if isinstance(self.idl[v], range): + 448 my_substring += f' (from {self.idl[v].start} to {self.idl[v][-1]}' + int(self.idl[v].step != 1) * f' in steps of {self.idl[v].step}' + ')' + 449 else: + 450 my_substring += f' (irregular range from {self.idl[v][0]} to {self.idl[v][-1]})' + 451 sublist.append(my_substring) + 452 + 453 my_string += '\n' + '\n'.join(sublist) + 454 else: + 455 my_string = ' ' + "\u00B7 Covobs '" + key + "' " + 456 my_string_list.append(my_string) + 457 print('\n'.join(my_string_list)) 458 - 459 Parameters - 460 ---------- - 461 weight : Obs - 462 Reweighting factor. An Observable that has to be defined on a superset of the - 463 configurations in obs[i].idl for all i. - 464 all_configs : bool - 465 if True, the reweighted observables are normalized by the average of - 466 the reweighting factor on all configurations in weight.idl and not - 467 on the configurations in obs[i].idl. Default False. - 468 """ - 469 return reweight(weight, [self])[0] - 470 - 471 def is_zero_within_error(self, sigma=1): - 472 """Checks whether the observable is zero within 'sigma' standard errors. + 459 def reweight(self, weight): + 460 """Reweight the obs with given rewighting factors. + 461 + 462 Parameters + 463 ---------- + 464 weight : Obs + 465 Reweighting factor. An Observable that has to be defined on a superset of the + 466 configurations in obs[i].idl for all i. + 467 all_configs : bool + 468 if True, the reweighted observables are normalized by the average of + 469 the reweighting factor on all configurations in weight.idl and not + 470 on the configurations in obs[i].idl. Default False. + 471 """ + 472 return reweight(weight, [self])[0] 473 - 474 Parameters - 475 ---------- - 476 sigma : int - 477 Number of standard errors used for the check. - 478 - 479 Works only properly when the gamma method was run. - 480 """ - 481 return self.is_zero() or np.abs(self.value) <= sigma * self._dvalue - 482 - 483 def is_zero(self, atol=1e-10): - 484 """Checks whether the observable is zero within a given tolerance. + 474 def is_zero_within_error(self, sigma=1): + 475 """Checks whether the observable is zero within 'sigma' standard errors. + 476 + 477 Parameters + 478 ---------- + 479 sigma : int + 480 Number of standard errors used for the check. + 481 + 482 Works only properly when the gamma method was run. + 483 """ + 484 return self.is_zero() or np.abs(self.value) <= sigma * self._dvalue 485 - 486 Parameters - 487 ---------- - 488 atol : float - 489 Absolute tolerance (for details see numpy documentation). - 490 """ - 491 return np.isclose(0.0, self.value, 1e-14, atol) and all(np.allclose(0.0, delta, 1e-14, atol) for delta in self.deltas.values()) and all(np.allclose(0.0, delta.errsq(), 1e-14, atol) for delta in self.covobs.values()) - 492 - 493 def plot_tauint(self, save=None): - 494 """Plot integrated autocorrelation time for each ensemble. + 486 def is_zero(self, atol=1e-10): + 487 """Checks whether the observable is zero within a given tolerance. + 488 + 489 Parameters + 490 ---------- + 491 atol : float + 492 Absolute tolerance (for details see numpy documentation). + 493 """ + 494 return np.isclose(0.0, self.value, 1e-14, atol) and all(np.allclose(0.0, delta, 1e-14, atol) for delta in self.deltas.values()) and all(np.allclose(0.0, delta.errsq(), 1e-14, atol) for delta in self.covobs.values()) 495 - 496 Parameters - 497 ---------- - 498 save : str - 499 saves the figure to a file named 'save' if. - 500 """ - 501 if not hasattr(self, 'e_dvalue'): - 502 raise Exception('Run the gamma method first.') - 503 - 504 for e, e_name in enumerate(self.mc_names): - 505 fig = plt.figure() - 506 plt.xlabel(r'$W$') - 507 plt.ylabel(r'$\tau_\mathrm{int}$') - 508 length = int(len(self.e_n_tauint[e_name])) - 509 if self.tau_exp[e_name] > 0: - 510 base = self.e_n_tauint[e_name][self.e_windowsize[e_name]] - 511 x_help = np.arange(2 * self.tau_exp[e_name]) - 512 y_help = (x_help + 1) * np.abs(self.e_rho[e_name][self.e_windowsize[e_name] + 1]) * (1 - x_help / (2 * (2 * self.tau_exp[e_name] - 1))) + base - 513 x_arr = np.arange(self.e_windowsize[e_name] + 1, self.e_windowsize[e_name] + 1 + 2 * self.tau_exp[e_name]) - 514 plt.plot(x_arr, y_help, 'C' + str(e), linewidth=1, ls='--', marker=',') - 515 plt.errorbar([self.e_windowsize[e_name] + 2 * self.tau_exp[e_name]], [self.e_tauint[e_name]], - 516 yerr=[self.e_dtauint[e_name]], fmt='C' + str(e), linewidth=1, capsize=2, marker='o', mfc=plt.rcParams['axes.facecolor']) - 517 xmax = self.e_windowsize[e_name] + 2 * self.tau_exp[e_name] + 1.5 - 518 label = e_name + r', $\tau_\mathrm{exp}$=' + str(np.around(self.tau_exp[e_name], decimals=2)) - 519 else: - 520 label = e_name + ', S=' + str(np.around(self.S[e_name], decimals=2)) - 521 xmax = max(10.5, 2 * self.e_windowsize[e_name] - 0.5) - 522 - 523 plt.errorbar(np.arange(length)[:int(xmax) + 1], self.e_n_tauint[e_name][:int(xmax) + 1], yerr=self.e_n_dtauint[e_name][:int(xmax) + 1], linewidth=1, capsize=2, label=label) - 524 plt.axvline(x=self.e_windowsize[e_name], color='C' + str(e), alpha=0.5, marker=',', ls='--') - 525 plt.legend() - 526 plt.xlim(-0.5, xmax) - 527 ylim = plt.ylim() - 528 plt.ylim(bottom=0.0, top=max(1.0, ylim[1])) - 529 plt.draw() - 530 if save: - 531 fig.savefig(save + "_" + str(e)) - 532 - 533 def plot_rho(self, save=None): - 534 """Plot normalized autocorrelation function time for each ensemble. + 496 def plot_tauint(self, save=None): + 497 """Plot integrated autocorrelation time for each ensemble. + 498 + 499 Parameters + 500 ---------- + 501 save : str + 502 saves the figure to a file named 'save' if. + 503 """ + 504 if not hasattr(self, 'e_dvalue'): + 505 raise Exception('Run the gamma method first.') + 506 + 507 for e, e_name in enumerate(self.mc_names): + 508 fig = plt.figure() + 509 plt.xlabel(r'$W$') + 510 plt.ylabel(r'$\tau_\mathrm{int}$') + 511 length = int(len(self.e_n_tauint[e_name])) + 512 if self.tau_exp[e_name] > 0: + 513 base = self.e_n_tauint[e_name][self.e_windowsize[e_name]] + 514 x_help = np.arange(2 * self.tau_exp[e_name]) + 515 y_help = (x_help + 1) * np.abs(self.e_rho[e_name][self.e_windowsize[e_name] + 1]) * (1 - x_help / (2 * (2 * self.tau_exp[e_name] - 1))) + base + 516 x_arr = np.arange(self.e_windowsize[e_name] + 1, self.e_windowsize[e_name] + 1 + 2 * self.tau_exp[e_name]) + 517 plt.plot(x_arr, y_help, 'C' + str(e), linewidth=1, ls='--', marker=',') + 518 plt.errorbar([self.e_windowsize[e_name] + 2 * self.tau_exp[e_name]], [self.e_tauint[e_name]], + 519 yerr=[self.e_dtauint[e_name]], fmt='C' + str(e), linewidth=1, capsize=2, marker='o', mfc=plt.rcParams['axes.facecolor']) + 520 xmax = self.e_windowsize[e_name] + 2 * self.tau_exp[e_name] + 1.5 + 521 label = e_name + r', $\tau_\mathrm{exp}$=' + str(np.around(self.tau_exp[e_name], decimals=2)) + 522 else: + 523 label = e_name + ', S=' + str(np.around(self.S[e_name], decimals=2)) + 524 xmax = max(10.5, 2 * self.e_windowsize[e_name] - 0.5) + 525 + 526 plt.errorbar(np.arange(length)[:int(xmax) + 1], self.e_n_tauint[e_name][:int(xmax) + 1], yerr=self.e_n_dtauint[e_name][:int(xmax) + 1], linewidth=1, capsize=2, label=label) + 527 plt.axvline(x=self.e_windowsize[e_name], color='C' + str(e), alpha=0.5, marker=',', ls='--') + 528 plt.legend() + 529 plt.xlim(-0.5, xmax) + 530 ylim = plt.ylim() + 531 plt.ylim(bottom=0.0, top=max(1.0, ylim[1])) + 532 plt.draw() + 533 if save: + 534 fig.savefig(save + "_" + str(e)) 535 - 536 Parameters - 537 ---------- - 538 save : str - 539 saves the figure to a file named 'save' if. - 540 """ - 541 if not hasattr(self, 'e_dvalue'): - 542 raise Exception('Run the gamma method first.') - 543 for e, e_name in enumerate(self.mc_names): - 544 fig = plt.figure() - 545 plt.xlabel('W') - 546 plt.ylabel('rho') - 547 length = int(len(self.e_drho[e_name])) - 548 plt.errorbar(np.arange(length), self.e_rho[e_name][:length], yerr=self.e_drho[e_name][:], linewidth=1, capsize=2) - 549 plt.axvline(x=self.e_windowsize[e_name], color='r', alpha=0.25, ls='--', marker=',') - 550 if self.tau_exp[e_name] > 0: - 551 plt.plot([self.e_windowsize[e_name] + 1, self.e_windowsize[e_name] + 1 + 2 * self.tau_exp[e_name]], - 552 [self.e_rho[e_name][self.e_windowsize[e_name] + 1], 0], 'k-', lw=1) - 553 xmax = self.e_windowsize[e_name] + 2 * self.tau_exp[e_name] + 1.5 - 554 plt.title('Rho ' + e_name + r', tau\_exp=' + str(np.around(self.tau_exp[e_name], decimals=2))) - 555 else: - 556 xmax = max(10.5, 2 * self.e_windowsize[e_name] - 0.5) - 557 plt.title('Rho ' + e_name + ', S=' + str(np.around(self.S[e_name], decimals=2))) - 558 plt.plot([-0.5, xmax], [0, 0], 'k--', lw=1) - 559 plt.xlim(-0.5, xmax) - 560 plt.draw() - 561 if save: - 562 fig.savefig(save + "_" + str(e)) - 563 - 564 def plot_rep_dist(self): - 565 """Plot replica distribution for each ensemble with more than one replicum.""" - 566 if not hasattr(self, 'e_dvalue'): - 567 raise Exception('Run the gamma method first.') - 568 for e, e_name in enumerate(self.mc_names): - 569 if len(self.e_content[e_name]) == 1: - 570 print('No replica distribution for a single replicum (', e_name, ')') - 571 continue - 572 r_length = [] - 573 sub_r_mean = 0 - 574 for r, r_name in enumerate(self.e_content[e_name]): - 575 r_length.append(len(self.deltas[r_name])) - 576 sub_r_mean += self.shape[r_name] * self.r_values[r_name] - 577 e_N = np.sum(r_length) - 578 sub_r_mean /= e_N - 579 arr = np.zeros(len(self.e_content[e_name])) - 580 for r, r_name in enumerate(self.e_content[e_name]): - 581 arr[r] = (self.r_values[r_name] - sub_r_mean) / (self.e_dvalue[e_name] * np.sqrt(e_N / self.shape[r_name] - 1)) - 582 plt.hist(arr, rwidth=0.8, bins=len(self.e_content[e_name])) - 583 plt.title('Replica distribution' + e_name + ' (mean=0, var=1)') - 584 plt.draw() - 585 - 586 def plot_history(self, expand=True): - 587 """Plot derived Monte Carlo history for each ensemble + 536 def plot_rho(self, save=None): + 537 """Plot normalized autocorrelation function time for each ensemble. + 538 + 539 Parameters + 540 ---------- + 541 save : str + 542 saves the figure to a file named 'save' if. + 543 """ + 544 if not hasattr(self, 'e_dvalue'): + 545 raise Exception('Run the gamma method first.') + 546 for e, e_name in enumerate(self.mc_names): + 547 fig = plt.figure() + 548 plt.xlabel('W') + 549 plt.ylabel('rho') + 550 length = int(len(self.e_drho[e_name])) + 551 plt.errorbar(np.arange(length), self.e_rho[e_name][:length], yerr=self.e_drho[e_name][:], linewidth=1, capsize=2) + 552 plt.axvline(x=self.e_windowsize[e_name], color='r', alpha=0.25, ls='--', marker=',') + 553 if self.tau_exp[e_name] > 0: + 554 plt.plot([self.e_windowsize[e_name] + 1, self.e_windowsize[e_name] + 1 + 2 * self.tau_exp[e_name]], + 555 [self.e_rho[e_name][self.e_windowsize[e_name] + 1], 0], 'k-', lw=1) + 556 xmax = self.e_windowsize[e_name] + 2 * self.tau_exp[e_name] + 1.5 + 557 plt.title('Rho ' + e_name + r', tau\_exp=' + str(np.around(self.tau_exp[e_name], decimals=2))) + 558 else: + 559 xmax = max(10.5, 2 * self.e_windowsize[e_name] - 0.5) + 560 plt.title('Rho ' + e_name + ', S=' + str(np.around(self.S[e_name], decimals=2))) + 561 plt.plot([-0.5, xmax], [0, 0], 'k--', lw=1) + 562 plt.xlim(-0.5, xmax) + 563 plt.draw() + 564 if save: + 565 fig.savefig(save + "_" + str(e)) + 566 + 567 def plot_rep_dist(self): + 568 """Plot replica distribution for each ensemble with more than one replicum.""" + 569 if not hasattr(self, 'e_dvalue'): + 570 raise Exception('Run the gamma method first.') + 571 for e, e_name in enumerate(self.mc_names): + 572 if len(self.e_content[e_name]) == 1: + 573 print('No replica distribution for a single replicum (', e_name, ')') + 574 continue + 575 r_length = [] + 576 sub_r_mean = 0 + 577 for r, r_name in enumerate(self.e_content[e_name]): + 578 r_length.append(len(self.deltas[r_name])) + 579 sub_r_mean += self.shape[r_name] * self.r_values[r_name] + 580 e_N = np.sum(r_length) + 581 sub_r_mean /= e_N + 582 arr = np.zeros(len(self.e_content[e_name])) + 583 for r, r_name in enumerate(self.e_content[e_name]): + 584 arr[r] = (self.r_values[r_name] - sub_r_mean) / (self.e_dvalue[e_name] * np.sqrt(e_N / self.shape[r_name] - 1)) + 585 plt.hist(arr, rwidth=0.8, bins=len(self.e_content[e_name])) + 586 plt.title('Replica distribution' + e_name + ' (mean=0, var=1)') + 587 plt.draw() 588 - 589 Parameters - 590 ---------- - 591 expand : bool - 592 show expanded history for irregular Monte Carlo chains (default: True). - 593 """ - 594 for e, e_name in enumerate(self.mc_names): - 595 plt.figure() - 596 r_length = [] - 597 tmp = [] - 598 tmp_expanded = [] - 599 for r, r_name in enumerate(self.e_content[e_name]): - 600 tmp.append(self.deltas[r_name] + self.r_values[r_name]) - 601 if expand: - 602 tmp_expanded.append(_expand_deltas(self.deltas[r_name], list(self.idl[r_name]), self.shape[r_name]) + self.r_values[r_name]) - 603 r_length.append(len(tmp_expanded[-1])) - 604 else: - 605 r_length.append(len(tmp[-1])) - 606 e_N = np.sum(r_length) - 607 x = np.arange(e_N) - 608 y_test = np.concatenate(tmp, axis=0) - 609 if expand: - 610 y = np.concatenate(tmp_expanded, axis=0) - 611 else: - 612 y = y_test - 613 plt.errorbar(x, y, fmt='.', markersize=3) - 614 plt.xlim(-0.5, e_N - 0.5) - 615 plt.title(e_name + f'\nskew: {skew(y_test):.3f} (p={skewtest(y_test).pvalue:.3f}), kurtosis: {kurtosis(y_test):.3f} (p={kurtosistest(y_test).pvalue:.3f})') - 616 plt.draw() - 617 - 618 def plot_piechart(self, save=None): - 619 """Plot piechart which shows the fractional contribution of each - 620 ensemble to the error and returns a dictionary containing the fractions. - 621 - 622 Parameters - 623 ---------- - 624 save : str - 625 saves the figure to a file named 'save' if. - 626 """ - 627 if not hasattr(self, 'e_dvalue'): - 628 raise Exception('Run the gamma method first.') - 629 if np.isclose(0.0, self._dvalue, atol=1e-15): - 630 raise Exception('Error is 0.0') - 631 labels = self.e_names - 632 sizes = [self.e_dvalue[name] ** 2 for name in labels] / self._dvalue ** 2 - 633 fig1, ax1 = plt.subplots() - 634 ax1.pie(sizes, labels=labels, startangle=90, normalize=True) - 635 ax1.axis('equal') - 636 plt.draw() - 637 if save: - 638 fig1.savefig(save) - 639 - 640 return dict(zip(self.e_names, sizes)) - 641 - 642 def dump(self, filename, datatype="json.gz", description="", **kwargs): - 643 """Dump the Obs to a file 'name' of chosen format. + 589 def plot_history(self, expand=True): + 590 """Plot derived Monte Carlo history for each ensemble + 591 + 592 Parameters + 593 ---------- + 594 expand : bool + 595 show expanded history for irregular Monte Carlo chains (default: True). + 596 """ + 597 for e, e_name in enumerate(self.mc_names): + 598 plt.figure() + 599 r_length = [] + 600 tmp = [] + 601 tmp_expanded = [] + 602 for r, r_name in enumerate(self.e_content[e_name]): + 603 tmp.append(self.deltas[r_name] + self.r_values[r_name]) + 604 if expand: + 605 tmp_expanded.append(_expand_deltas(self.deltas[r_name], list(self.idl[r_name]), self.shape[r_name]) + self.r_values[r_name]) + 606 r_length.append(len(tmp_expanded[-1])) + 607 else: + 608 r_length.append(len(tmp[-1])) + 609 e_N = np.sum(r_length) + 610 x = np.arange(e_N) + 611 y_test = np.concatenate(tmp, axis=0) + 612 if expand: + 613 y = np.concatenate(tmp_expanded, axis=0) + 614 else: + 615 y = y_test + 616 plt.errorbar(x, y, fmt='.', markersize=3) + 617 plt.xlim(-0.5, e_N - 0.5) + 618 plt.title(e_name + f'\nskew: {skew(y_test):.3f} (p={skewtest(y_test).pvalue:.3f}), kurtosis: {kurtosis(y_test):.3f} (p={kurtosistest(y_test).pvalue:.3f})') + 619 plt.draw() + 620 + 621 def plot_piechart(self, save=None): + 622 """Plot piechart which shows the fractional contribution of each + 623 ensemble to the error and returns a dictionary containing the fractions. + 624 + 625 Parameters + 626 ---------- + 627 save : str + 628 saves the figure to a file named 'save' if. + 629 """ + 630 if not hasattr(self, 'e_dvalue'): + 631 raise Exception('Run the gamma method first.') + 632 if np.isclose(0.0, self._dvalue, atol=1e-15): + 633 raise Exception('Error is 0.0') + 634 labels = self.e_names + 635 sizes = [self.e_dvalue[name] ** 2 for name in labels] / self._dvalue ** 2 + 636 fig1, ax1 = plt.subplots() + 637 ax1.pie(sizes, labels=labels, startangle=90, normalize=True) + 638 ax1.axis('equal') + 639 plt.draw() + 640 if save: + 641 fig1.savefig(save) + 642 + 643 return dict(zip(self.e_names, sizes)) 644 - 645 Parameters - 646 ---------- - 647 filename : str - 648 name of the file to be saved. - 649 datatype : str - 650 Format of the exported file. Supported formats include - 651 "json.gz" and "pickle" - 652 description : str - 653 Description for output file, only relevant for json.gz format. - 654 path : str - 655 specifies a custom path for the file (default '.') - 656 """ - 657 if 'path' in kwargs: - 658 file_name = kwargs.get('path') + '/' + filename - 659 else: - 660 file_name = filename - 661 - 662 if datatype == "json.gz": - 663 from .input.json import dump_to_json - 664 dump_to_json([self], file_name, description=description) - 665 elif datatype == "pickle": - 666 with open(file_name + '.p', 'wb') as fb: - 667 pickle.dump(self, fb) - 668 else: - 669 raise Exception("Unknown datatype " + str(datatype)) - 670 - 671 def export_jackknife(self): - 672 """Export jackknife samples from the Obs + 645 def dump(self, filename, datatype="json.gz", description="", **kwargs): + 646 """Dump the Obs to a file 'name' of chosen format. + 647 + 648 Parameters + 649 ---------- + 650 filename : str + 651 name of the file to be saved. + 652 datatype : str + 653 Format of the exported file. Supported formats include + 654 "json.gz" and "pickle" + 655 description : str + 656 Description for output file, only relevant for json.gz format. + 657 path : str + 658 specifies a custom path for the file (default '.') + 659 """ + 660 if 'path' in kwargs: + 661 file_name = kwargs.get('path') + '/' + filename + 662 else: + 663 file_name = filename + 664 + 665 if datatype == "json.gz": + 666 from .input.json import dump_to_json + 667 dump_to_json([self], file_name, description=description) + 668 elif datatype == "pickle": + 669 with open(file_name + '.p', 'wb') as fb: + 670 pickle.dump(self, fb) + 671 else: + 672 raise Exception("Unknown datatype " + str(datatype)) 673 - 674 Returns - 675 ------- - 676 numpy.ndarray - 677 Returns a numpy array of length N + 1 where N is the number of samples - 678 for the given ensemble and replicum. The zeroth entry of the array contains - 679 the mean value of the Obs, entries 1 to N contain the N jackknife samples - 680 derived from the Obs. The current implementation only works for observables - 681 defined on exactly one ensemble and replicum. The derived jackknife samples - 682 should agree with samples from a full jackknife analysis up to O(1/N). - 683 """ - 684 - 685 if len(self.names) != 1: - 686 raise Exception("'export_jackknife' is only implemented for Obs defined on one ensemble and replicum.") + 674 def export_jackknife(self): + 675 """Export jackknife samples from the Obs + 676 + 677 Returns + 678 ------- + 679 numpy.ndarray + 680 Returns a numpy array of length N + 1 where N is the number of samples + 681 for the given ensemble and replicum. The zeroth entry of the array contains + 682 the mean value of the Obs, entries 1 to N contain the N jackknife samples + 683 derived from the Obs. The current implementation only works for observables + 684 defined on exactly one ensemble and replicum. The derived jackknife samples + 685 should agree with samples from a full jackknife analysis up to O(1/N). + 686 """ 687 - 688 name = self.names[0] - 689 full_data = self.deltas[name] + self.r_values[name] - 690 n = full_data.size - 691 mean = self.value - 692 tmp_jacks = np.zeros(n + 1) - 693 tmp_jacks[0] = mean - 694 tmp_jacks[1:] = (n * mean - full_data) / (n - 1) - 695 return tmp_jacks - 696 - 697 def __float__(self): - 698 return float(self.value) + 688 if len(self.names) != 1: + 689 raise Exception("'export_jackknife' is only implemented for Obs defined on one ensemble and replicum.") + 690 + 691 name = self.names[0] + 692 full_data = self.deltas[name] + self.r_values[name] + 693 n = full_data.size + 694 mean = self.value + 695 tmp_jacks = np.zeros(n + 1) + 696 tmp_jacks[0] = mean + 697 tmp_jacks[1:] = (n * mean - full_data) / (n - 1) + 698 return tmp_jacks 699 - 700 def __repr__(self): - 701 return 'Obs[' + str(self) + ']' + 700 def __float__(self): + 701 return float(self.value) 702 - 703 def __str__(self): - 704 return _format_uncertainty(self.value, self._dvalue) + 703 def __repr__(self): + 704 return 'Obs[' + str(self) + ']' 705 - 706 def __hash__(self): - 707 hash_tuple = (np.array([self.value]).astype(np.float32).data.tobytes(),) - 708 hash_tuple += tuple([o.astype(np.float32).data.tobytes() for o in self.deltas.values()]) - 709 hash_tuple += tuple([np.array([o.errsq()]).astype(np.float32).data.tobytes() for o in self.covobs.values()]) - 710 hash_tuple += tuple([o.encode() for o in self.names]) - 711 m = hashlib.md5() - 712 [m.update(o) for o in hash_tuple] - 713 return int(m.hexdigest(), 16) & 0xFFFFFFFF - 714 - 715 # Overload comparisons - 716 def __lt__(self, other): - 717 return self.value < other - 718 - 719 def __le__(self, other): - 720 return self.value <= other + 706 def __str__(self): + 707 return _format_uncertainty(self.value, self._dvalue) + 708 + 709 def __hash__(self): + 710 hash_tuple = (np.array([self.value]).astype(np.float32).data.tobytes(),) + 711 hash_tuple += tuple([o.astype(np.float32).data.tobytes() for o in self.deltas.values()]) + 712 hash_tuple += tuple([np.array([o.errsq()]).astype(np.float32).data.tobytes() for o in self.covobs.values()]) + 713 hash_tuple += tuple([o.encode() for o in self.names]) + 714 m = hashlib.md5() + 715 [m.update(o) for o in hash_tuple] + 716 return int(m.hexdigest(), 16) & 0xFFFFFFFF + 717 + 718 # Overload comparisons + 719 def __lt__(self, other): + 720 return self.value < other 721 - 722 def __gt__(self, other): - 723 return self.value > other + 722 def __le__(self, other): + 723 return self.value <= other 724 - 725 def __ge__(self, other): - 726 return self.value >= other + 725 def __gt__(self, other): + 726 return self.value > other 727 - 728 def __eq__(self, other): - 729 return (self - other).is_zero() + 728 def __ge__(self, other): + 729 return self.value >= other 730 - 731 def __ne__(self, other): - 732 return not (self - other).is_zero() + 731 def __eq__(self, other): + 732 return (self - other).is_zero() 733 - 734 # Overload math operations - 735 def __add__(self, y): - 736 if isinstance(y, Obs): - 737 return derived_observable(lambda x, **kwargs: x[0] + x[1], [self, y], man_grad=[1, 1]) - 738 else: - 739 if isinstance(y, np.ndarray): - 740 return np.array([self + o for o in y]) - 741 elif y.__class__.__name__ in ['Corr', 'CObs']: - 742 return NotImplemented - 743 else: - 744 return derived_observable(lambda x, **kwargs: x[0] + y, [self], man_grad=[1]) - 745 - 746 def __radd__(self, y): - 747 return self + y + 734 def __ne__(self, other): + 735 return not (self - other).is_zero() + 736 + 737 # Overload math operations + 738 def __add__(self, y): + 739 if isinstance(y, Obs): + 740 return derived_observable(lambda x, **kwargs: x[0] + x[1], [self, y], man_grad=[1, 1]) + 741 else: + 742 if isinstance(y, np.ndarray): + 743 return np.array([self + o for o in y]) + 744 elif y.__class__.__name__ in ['Corr', 'CObs']: + 745 return NotImplemented + 746 else: + 747 return derived_observable(lambda x, **kwargs: x[0] + y, [self], man_grad=[1]) 748 - 749 def __mul__(self, y): - 750 if isinstance(y, Obs): - 751 return derived_observable(lambda x, **kwargs: x[0] * x[1], [self, y], man_grad=[y.value, self.value]) - 752 else: - 753 if isinstance(y, np.ndarray): - 754 return np.array([self * o for o in y]) - 755 elif isinstance(y, complex): - 756 return CObs(self * y.real, self * y.imag) - 757 elif y.__class__.__name__ in ['Corr', 'CObs']: - 758 return NotImplemented - 759 else: - 760 return derived_observable(lambda x, **kwargs: x[0] * y, [self], man_grad=[y]) - 761 - 762 def __rmul__(self, y): - 763 return self * y + 749 def __radd__(self, y): + 750 return self + y + 751 + 752 def __mul__(self, y): + 753 if isinstance(y, Obs): + 754 return derived_observable(lambda x, **kwargs: x[0] * x[1], [self, y], man_grad=[y.value, self.value]) + 755 else: + 756 if isinstance(y, np.ndarray): + 757 return np.array([self * o for o in y]) + 758 elif isinstance(y, complex): + 759 return CObs(self * y.real, self * y.imag) + 760 elif y.__class__.__name__ in ['Corr', 'CObs']: + 761 return NotImplemented + 762 else: + 763 return derived_observable(lambda x, **kwargs: x[0] * y, [self], man_grad=[y]) 764 - 765 def __sub__(self, y): - 766 if isinstance(y, Obs): - 767 return derived_observable(lambda x, **kwargs: x[0] - x[1], [self, y], man_grad=[1, -1]) - 768 else: - 769 if isinstance(y, np.ndarray): - 770 return np.array([self - o for o in y]) - 771 elif y.__class__.__name__ in ['Corr', 'CObs']: - 772 return NotImplemented - 773 else: - 774 return derived_observable(lambda x, **kwargs: x[0] - y, [self], man_grad=[1]) - 775 - 776 def __rsub__(self, y): - 777 return -1 * (self - y) + 765 def __rmul__(self, y): + 766 return self * y + 767 + 768 def __sub__(self, y): + 769 if isinstance(y, Obs): + 770 return derived_observable(lambda x, **kwargs: x[0] - x[1], [self, y], man_grad=[1, -1]) + 771 else: + 772 if isinstance(y, np.ndarray): + 773 return np.array([self - o for o in y]) + 774 elif y.__class__.__name__ in ['Corr', 'CObs']: + 775 return NotImplemented + 776 else: + 777 return derived_observable(lambda x, **kwargs: x[0] - y, [self], man_grad=[1]) 778 - 779 def __pos__(self): - 780 return self + 779 def __rsub__(self, y): + 780 return -1 * (self - y) 781 - 782 def __neg__(self): - 783 return -1 * self + 782 def __pos__(self): + 783 return self 784 - 785 def __truediv__(self, y): - 786 if isinstance(y, Obs): - 787 return derived_observable(lambda x, **kwargs: x[0] / x[1], [self, y], man_grad=[1 / y.value, - self.value / y.value ** 2]) - 788 else: - 789 if isinstance(y, np.ndarray): - 790 return np.array([self / o for o in y]) - 791 elif y.__class__.__name__ in ['Corr', 'CObs']: - 792 return NotImplemented - 793 else: - 794 return derived_observable(lambda x, **kwargs: x[0] / y, [self], man_grad=[1 / y]) - 795 - 796 def __rtruediv__(self, y): - 797 if isinstance(y, Obs): - 798 return derived_observable(lambda x, **kwargs: x[0] / x[1], [y, self], man_grad=[1 / self.value, - y.value / self.value ** 2]) - 799 else: - 800 if isinstance(y, np.ndarray): - 801 return np.array([o / self for o in y]) - 802 elif y.__class__.__name__ in ['Corr', 'CObs']: - 803 return NotImplemented - 804 else: - 805 return derived_observable(lambda x, **kwargs: y / x[0], [self], man_grad=[-y / self.value ** 2]) - 806 - 807 def __pow__(self, y): - 808 if isinstance(y, Obs): - 809 return derived_observable(lambda x: x[0] ** x[1], [self, y]) - 810 else: - 811 return derived_observable(lambda x: x[0] ** y, [self]) - 812 - 813 def __rpow__(self, y): - 814 if isinstance(y, Obs): - 815 return derived_observable(lambda x: x[0] ** x[1], [y, self]) - 816 else: - 817 return derived_observable(lambda x: y ** x[0], [self]) - 818 - 819 def __abs__(self): - 820 return derived_observable(lambda x: anp.abs(x[0]), [self]) + 785 def __neg__(self): + 786 return -1 * self + 787 + 788 def __truediv__(self, y): + 789 if isinstance(y, Obs): + 790 return derived_observable(lambda x, **kwargs: x[0] / x[1], [self, y], man_grad=[1 / y.value, - self.value / y.value ** 2]) + 791 else: + 792 if isinstance(y, np.ndarray): + 793 return np.array([self / o for o in y]) + 794 elif y.__class__.__name__ in ['Corr', 'CObs']: + 795 return NotImplemented + 796 else: + 797 return derived_observable(lambda x, **kwargs: x[0] / y, [self], man_grad=[1 / y]) + 798 + 799 def __rtruediv__(self, y): + 800 if isinstance(y, Obs): + 801 return derived_observable(lambda x, **kwargs: x[0] / x[1], [y, self], man_grad=[1 / self.value, - y.value / self.value ** 2]) + 802 else: + 803 if isinstance(y, np.ndarray): + 804 return np.array([o / self for o in y]) + 805 elif y.__class__.__name__ in ['Corr', 'CObs']: + 806 return NotImplemented + 807 else: + 808 return derived_observable(lambda x, **kwargs: y / x[0], [self], man_grad=[-y / self.value ** 2]) + 809 + 810 def __pow__(self, y): + 811 if isinstance(y, Obs): + 812 return derived_observable(lambda x: x[0] ** x[1], [self, y]) + 813 else: + 814 return derived_observable(lambda x: x[0] ** y, [self]) + 815 + 816 def __rpow__(self, y): + 817 if isinstance(y, Obs): + 818 return derived_observable(lambda x: x[0] ** x[1], [y, self]) + 819 else: + 820 return derived_observable(lambda x: y ** x[0], [self]) 821 - 822 # Overload numpy functions - 823 def sqrt(self): - 824 return derived_observable(lambda x, **kwargs: np.sqrt(x[0]), [self], man_grad=[1 / 2 / np.sqrt(self.value)]) - 825 - 826 def log(self): - 827 return derived_observable(lambda x, **kwargs: np.log(x[0]), [self], man_grad=[1 / self.value]) + 822 def __abs__(self): + 823 return derived_observable(lambda x: anp.abs(x[0]), [self]) + 824 + 825 # Overload numpy functions + 826 def sqrt(self): + 827 return derived_observable(lambda x, **kwargs: np.sqrt(x[0]), [self], man_grad=[1 / 2 / np.sqrt(self.value)]) 828 - 829 def exp(self): - 830 return derived_observable(lambda x, **kwargs: np.exp(x[0]), [self], man_grad=[np.exp(self.value)]) + 829 def log(self): + 830 return derived_observable(lambda x, **kwargs: np.log(x[0]), [self], man_grad=[1 / self.value]) 831 - 832 def sin(self): - 833 return derived_observable(lambda x, **kwargs: np.sin(x[0]), [self], man_grad=[np.cos(self.value)]) + 832 def exp(self): + 833 return derived_observable(lambda x, **kwargs: np.exp(x[0]), [self], man_grad=[np.exp(self.value)]) 834 - 835 def cos(self): - 836 return derived_observable(lambda x, **kwargs: np.cos(x[0]), [self], man_grad=[-np.sin(self.value)]) + 835 def sin(self): + 836 return derived_observable(lambda x, **kwargs: np.sin(x[0]), [self], man_grad=[np.cos(self.value)]) 837 - 838 def tan(self): - 839 return derived_observable(lambda x, **kwargs: np.tan(x[0]), [self], man_grad=[1 / np.cos(self.value) ** 2]) + 838 def cos(self): + 839 return derived_observable(lambda x, **kwargs: np.cos(x[0]), [self], man_grad=[-np.sin(self.value)]) 840 - 841 def arcsin(self): - 842 return derived_observable(lambda x: anp.arcsin(x[0]), [self]) + 841 def tan(self): + 842 return derived_observable(lambda x, **kwargs: np.tan(x[0]), [self], man_grad=[1 / np.cos(self.value) ** 2]) 843 - 844 def arccos(self): - 845 return derived_observable(lambda x: anp.arccos(x[0]), [self]) + 844 def arcsin(self): + 845 return derived_observable(lambda x: anp.arcsin(x[0]), [self]) 846 - 847 def arctan(self): - 848 return derived_observable(lambda x: anp.arctan(x[0]), [self]) + 847 def arccos(self): + 848 return derived_observable(lambda x: anp.arccos(x[0]), [self]) 849 - 850 def sinh(self): - 851 return derived_observable(lambda x, **kwargs: np.sinh(x[0]), [self], man_grad=[np.cosh(self.value)]) + 850 def arctan(self): + 851 return derived_observable(lambda x: anp.arctan(x[0]), [self]) 852 - 853 def cosh(self): - 854 return derived_observable(lambda x, **kwargs: np.cosh(x[0]), [self], man_grad=[np.sinh(self.value)]) + 853 def sinh(self): + 854 return derived_observable(lambda x, **kwargs: np.sinh(x[0]), [self], man_grad=[np.cosh(self.value)]) 855 - 856 def tanh(self): - 857 return derived_observable(lambda x, **kwargs: np.tanh(x[0]), [self], man_grad=[1 / np.cosh(self.value) ** 2]) + 856 def cosh(self): + 857 return derived_observable(lambda x, **kwargs: np.cosh(x[0]), [self], man_grad=[np.sinh(self.value)]) 858 - 859 def arcsinh(self): - 860 return derived_observable(lambda x: anp.arcsinh(x[0]), [self]) + 859 def tanh(self): + 860 return derived_observable(lambda x, **kwargs: np.tanh(x[0]), [self], man_grad=[1 / np.cosh(self.value) ** 2]) 861 - 862 def arccosh(self): - 863 return derived_observable(lambda x: anp.arccosh(x[0]), [self]) + 862 def arcsinh(self): + 863 return derived_observable(lambda x: anp.arcsinh(x[0]), [self]) 864 - 865 def arctanh(self): - 866 return derived_observable(lambda x: anp.arctanh(x[0]), [self]) + 865 def arccosh(self): + 866 return derived_observable(lambda x: anp.arccosh(x[0]), [self]) 867 - 868 - 869class CObs: - 870 """Class for a complex valued observable.""" - 871 __slots__ = ['_real', '_imag', 'tag'] - 872 - 873 def __init__(self, real, imag=0.0): - 874 self._real = real - 875 self._imag = imag - 876 self.tag = None - 877 - 878 @property - 879 def real(self): - 880 return self._real - 881 - 882 @property - 883 def imag(self): - 884 return self._imag - 885 - 886 def gamma_method(self, **kwargs): - 887 """Executes the gamma_method for the real and the imaginary part.""" - 888 if isinstance(self.real, Obs): - 889 self.real.gamma_method(**kwargs) - 890 if isinstance(self.imag, Obs): - 891 self.imag.gamma_method(**kwargs) - 892 - 893 def is_zero(self): - 894 """Checks whether both real and imaginary part are zero within machine precision.""" - 895 return self.real == 0.0 and self.imag == 0.0 - 896 - 897 def conjugate(self): - 898 return CObs(self.real, -self.imag) + 868 def arctanh(self): + 869 return derived_observable(lambda x: anp.arctanh(x[0]), [self]) + 870 + 871 + 872class CObs: + 873 """Class for a complex valued observable.""" + 874 __slots__ = ['_real', '_imag', 'tag'] + 875 + 876 def __init__(self, real, imag=0.0): + 877 self._real = real + 878 self._imag = imag + 879 self.tag = None + 880 + 881 @property + 882 def real(self): + 883 return self._real + 884 + 885 @property + 886 def imag(self): + 887 return self._imag + 888 + 889 def gamma_method(self, **kwargs): + 890 """Executes the gamma_method for the real and the imaginary part.""" + 891 if isinstance(self.real, Obs): + 892 self.real.gamma_method(**kwargs) + 893 if isinstance(self.imag, Obs): + 894 self.imag.gamma_method(**kwargs) + 895 + 896 def is_zero(self): + 897 """Checks whether both real and imaginary part are zero within machine precision.""" + 898 return self.real == 0.0 and self.imag == 0.0 899 - 900 def __add__(self, other): - 901 if isinstance(other, np.ndarray): - 902 return other + self - 903 elif hasattr(other, 'real') and hasattr(other, 'imag'): - 904 return CObs(self.real + other.real, - 905 self.imag + other.imag) - 906 else: - 907 return CObs(self.real + other, self.imag) - 908 - 909 def __radd__(self, y): - 910 return self + y + 900 def conjugate(self): + 901 return CObs(self.real, -self.imag) + 902 + 903 def __add__(self, other): + 904 if isinstance(other, np.ndarray): + 905 return other + self + 906 elif hasattr(other, 'real') and hasattr(other, 'imag'): + 907 return CObs(self.real + other.real, + 908 self.imag + other.imag) + 909 else: + 910 return CObs(self.real + other, self.imag) 911 - 912 def __sub__(self, other): - 913 if isinstance(other, np.ndarray): - 914 return -1 * (other - self) - 915 elif hasattr(other, 'real') and hasattr(other, 'imag'): - 916 return CObs(self.real - other.real, self.imag - other.imag) - 917 else: - 918 return CObs(self.real - other, self.imag) - 919 - 920 def __rsub__(self, other): - 921 return -1 * (self - other) + 912 def __radd__(self, y): + 913 return self + y + 914 + 915 def __sub__(self, other): + 916 if isinstance(other, np.ndarray): + 917 return -1 * (other - self) + 918 elif hasattr(other, 'real') and hasattr(other, 'imag'): + 919 return CObs(self.real - other.real, self.imag - other.imag) + 920 else: + 921 return CObs(self.real - other, self.imag) 922 - 923 def __mul__(self, other): - 924 if isinstance(other, np.ndarray): - 925 return other * self - 926 elif hasattr(other, 'real') and hasattr(other, 'imag'): - 927 if all(isinstance(i, Obs) for i in [self.real, self.imag, other.real, other.imag]): - 928 return CObs(derived_observable(lambda x, **kwargs: x[0] * x[1] - x[2] * x[3], - 929 [self.real, other.real, self.imag, other.imag], - 930 man_grad=[other.real.value, self.real.value, -other.imag.value, -self.imag.value]), - 931 derived_observable(lambda x, **kwargs: x[2] * x[1] + x[0] * x[3], + 923 def __rsub__(self, other): + 924 return -1 * (self - other) + 925 + 926 def __mul__(self, other): + 927 if isinstance(other, np.ndarray): + 928 return other * self + 929 elif hasattr(other, 'real') and hasattr(other, 'imag'): + 930 if all(isinstance(i, Obs) for i in [self.real, self.imag, other.real, other.imag]): + 931 return CObs(derived_observable(lambda x, **kwargs: x[0] * x[1] - x[2] * x[3], 932 [self.real, other.real, self.imag, other.imag], - 933 man_grad=[other.imag.value, self.imag.value, other.real.value, self.real.value])) - 934 elif getattr(other, 'imag', 0) != 0: - 935 return CObs(self.real * other.real - self.imag * other.imag, - 936 self.imag * other.real + self.real * other.imag) - 937 else: - 938 return CObs(self.real * other.real, self.imag * other.real) - 939 else: - 940 return CObs(self.real * other, self.imag * other) - 941 - 942 def __rmul__(self, other): - 943 return self * other + 933 man_grad=[other.real.value, self.real.value, -other.imag.value, -self.imag.value]), + 934 derived_observable(lambda x, **kwargs: x[2] * x[1] + x[0] * x[3], + 935 [self.real, other.real, self.imag, other.imag], + 936 man_grad=[other.imag.value, self.imag.value, other.real.value, self.real.value])) + 937 elif getattr(other, 'imag', 0) != 0: + 938 return CObs(self.real * other.real - self.imag * other.imag, + 939 self.imag * other.real + self.real * other.imag) + 940 else: + 941 return CObs(self.real * other.real, self.imag * other.real) + 942 else: + 943 return CObs(self.real * other, self.imag * other) 944 - 945 def __truediv__(self, other): - 946 if isinstance(other, np.ndarray): - 947 return 1 / (other / self) - 948 elif hasattr(other, 'real') and hasattr(other, 'imag'): - 949 r = other.real ** 2 + other.imag ** 2 - 950 return CObs((self.real * other.real + self.imag * other.imag) / r, (self.imag * other.real - self.real * other.imag) / r) - 951 else: - 952 return CObs(self.real / other, self.imag / other) - 953 - 954 def __rtruediv__(self, other): - 955 r = self.real ** 2 + self.imag ** 2 - 956 if hasattr(other, 'real') and hasattr(other, 'imag'): - 957 return CObs((self.real * other.real + self.imag * other.imag) / r, (self.real * other.imag - self.imag * other.real) / r) - 958 else: - 959 return CObs(self.real * other / r, -self.imag * other / r) - 960 - 961 def __abs__(self): - 962 return np.sqrt(self.real**2 + self.imag**2) + 945 def __rmul__(self, other): + 946 return self * other + 947 + 948 def __truediv__(self, other): + 949 if isinstance(other, np.ndarray): + 950 return 1 / (other / self) + 951 elif hasattr(other, 'real') and hasattr(other, 'imag'): + 952 r = other.real ** 2 + other.imag ** 2 + 953 return CObs((self.real * other.real + self.imag * other.imag) / r, (self.imag * other.real - self.real * other.imag) / r) + 954 else: + 955 return CObs(self.real / other, self.imag / other) + 956 + 957 def __rtruediv__(self, other): + 958 r = self.real ** 2 + self.imag ** 2 + 959 if hasattr(other, 'real') and hasattr(other, 'imag'): + 960 return CObs((self.real * other.real + self.imag * other.imag) / r, (self.real * other.imag - self.imag * other.real) / r) + 961 else: + 962 return CObs(self.real * other / r, -self.imag * other / r) 963 - 964 def __pos__(self): - 965 return self + 964 def __abs__(self): + 965 return np.sqrt(self.real**2 + self.imag**2) 966 - 967 def __neg__(self): - 968 return -1 * self + 967 def __pos__(self): + 968 return self 969 - 970 def __eq__(self, other): - 971 return self.real == other.real and self.imag == other.imag + 970 def __neg__(self): + 971 return -1 * self 972 - 973 def __str__(self): - 974 return '(' + str(self.real) + int(self.imag >= 0.0) * '+' + str(self.imag) + 'j)' + 973 def __eq__(self, other): + 974 return self.real == other.real and self.imag == other.imag 975 - 976 def __repr__(self): - 977 return 'CObs[' + str(self) + ']' + 976 def __str__(self): + 977 return '(' + str(self.real) + int(self.imag >= 0.0) * '+' + str(self.imag) + 'j)' 978 - 979 - 980def _format_uncertainty(value, dvalue): - 981 """Creates a string of a value and its error in paranthesis notation, e.g., 13.02(45)""" - 982 if dvalue == 0.0: - 983 return str(value) - 984 fexp = np.floor(np.log10(dvalue)) - 985 if fexp < 0.0: - 986 return '{:{form}}({:2.0f})'.format(value, dvalue * 10 ** (-fexp + 1), form='.' + str(-int(fexp) + 1) + 'f') - 987 elif fexp == 0.0: - 988 return '{:.1f}({:1.1f})'.format(value, dvalue) - 989 else: - 990 return '{:.0f}({:2.0f})'.format(value, dvalue) - 991 - 992 - 993def _expand_deltas(deltas, idx, shape): - 994 """Expand deltas defined on idx to a regular, contiguous range, where holes are filled by 0. - 995 If idx is of type range, the deltas are not changed - 996 - 997 Parameters - 998 ---------- - 999 deltas : list -1000 List of fluctuations -1001 idx : list -1002 List or range of configs on which the deltas are defined, has to be sorted in ascending order. -1003 shape : int -1004 Number of configs in idx. -1005 """ -1006 if isinstance(idx, range): -1007 return deltas -1008 else: -1009 ret = np.zeros(idx[-1] - idx[0] + 1) -1010 for i in range(shape): -1011 ret[idx[i] - idx[0]] = deltas[i] -1012 return ret -1013 -1014 -1015def _merge_idx(idl): -1016 """Returns the union of all lists in idl as sorted list + 979 def __repr__(self): + 980 return 'CObs[' + str(self) + ']' + 981 + 982 + 983def _format_uncertainty(value, dvalue): + 984 """Creates a string of a value and its error in paranthesis notation, e.g., 13.02(45)""" + 985 if dvalue == 0.0: + 986 return str(value) + 987 fexp = np.floor(np.log10(dvalue)) + 988 if fexp < 0.0: + 989 return '{:{form}}({:2.0f})'.format(value, dvalue * 10 ** (-fexp + 1), form='.' + str(-int(fexp) + 1) + 'f') + 990 elif fexp == 0.0: + 991 return '{:.1f}({:1.1f})'.format(value, dvalue) + 992 else: + 993 return '{:.0f}({:2.0f})'.format(value, dvalue) + 994 + 995 + 996def _expand_deltas(deltas, idx, shape): + 997 """Expand deltas defined on idx to a regular, contiguous range, where holes are filled by 0. + 998 If idx is of type range, the deltas are not changed + 999 +1000 Parameters +1001 ---------- +1002 deltas : list +1003 List of fluctuations +1004 idx : list +1005 List or range of configs on which the deltas are defined, has to be sorted in ascending order. +1006 shape : int +1007 Number of configs in idx. +1008 """ +1009 if isinstance(idx, range): +1010 return deltas +1011 else: +1012 ret = np.zeros(idx[-1] - idx[0] + 1) +1013 for i in range(shape): +1014 ret[idx[i] - idx[0]] = deltas[i] +1015 return ret +1016 1017 -1018 Parameters -1019 ---------- -1020 idl : list -1021 List of lists or ranges. -1022 """ -1023 -1024 # Use groupby to efficiently check whether all elements of idl are identical -1025 try: -1026 g = groupby(idl) -1027 if next(g, True) and not next(g, False): -1028 return idl[0] -1029 except Exception: -1030 pass -1031 -1032 if np.all([type(idx) is range for idx in idl]): -1033 if len(set([idx[0] for idx in idl])) == 1: -1034 idstart = min([idx.start for idx in idl]) -1035 idstop = max([idx.stop for idx in idl]) -1036 idstep = min([idx.step for idx in idl]) -1037 return range(idstart, idstop, idstep) -1038 -1039 return sorted(set().union(*idl)) -1040 +1018def _merge_idx(idl): +1019 """Returns the union of all lists in idl as sorted list +1020 +1021 Parameters +1022 ---------- +1023 idl : list +1024 List of lists or ranges. +1025 """ +1026 +1027 # Use groupby to efficiently check whether all elements of idl are identical +1028 try: +1029 g = groupby(idl) +1030 if next(g, True) and not next(g, False): +1031 return idl[0] +1032 except Exception: +1033 pass +1034 +1035 if np.all([type(idx) is range for idx in idl]): +1036 if len(set([idx[0] for idx in idl])) == 1: +1037 idstart = min([idx.start for idx in idl]) +1038 idstop = max([idx.stop for idx in idl]) +1039 idstep = min([idx.step for idx in idl]) +1040 return range(idstart, idstop, idstep) 1041 -1042def _intersection_idx(idl): -1043 """Returns the intersection of all lists in idl as sorted list +1042 return sorted(set().union(*idl)) +1043 1044 -1045 Parameters -1046 ---------- -1047 idl : list -1048 List of lists or ranges. -1049 """ -1050 -1051 def _lcm(*args): -1052 """Returns the lowest common multiple of args. +1045def _intersection_idx(idl): +1046 """Returns the intersection of all lists in idl as sorted list +1047 +1048 Parameters +1049 ---------- +1050 idl : list +1051 List of lists or ranges. +1052 """ 1053 -1054 From python 3.9 onwards the math library contains an lcm function.""" -1055 return reduce(lambda a, b: a * b // gcd(a, b), args) +1054 def _lcm(*args): +1055 """Returns the lowest common multiple of args. 1056 -1057 # Use groupby to efficiently check whether all elements of idl are identical -1058 try: -1059 g = groupby(idl) -1060 if next(g, True) and not next(g, False): -1061 return idl[0] -1062 except Exception: -1063 pass -1064 -1065 if np.all([type(idx) is range for idx in idl]): -1066 if len(set([idx[0] for idx in idl])) == 1: -1067 idstart = max([idx.start for idx in idl]) -1068 idstop = min([idx.stop for idx in idl]) -1069 idstep = _lcm(*[idx.step for idx in idl]) -1070 return range(idstart, idstop, idstep) -1071 -1072 return sorted(set.intersection(*[set(o) for o in idl])) -1073 +1057 From python 3.9 onwards the math library contains an lcm function.""" +1058 return reduce(lambda a, b: a * b // gcd(a, b), args) +1059 +1060 # Use groupby to efficiently check whether all elements of idl are identical +1061 try: +1062 g = groupby(idl) +1063 if next(g, True) and not next(g, False): +1064 return idl[0] +1065 except Exception: +1066 pass +1067 +1068 if np.all([type(idx) is range for idx in idl]): +1069 if len(set([idx[0] for idx in idl])) == 1: +1070 idstart = max([idx.start for idx in idl]) +1071 idstop = min([idx.stop for idx in idl]) +1072 idstep = _lcm(*[idx.step for idx in idl]) +1073 return range(idstart, idstop, idstep) 1074 -1075def _expand_deltas_for_merge(deltas, idx, shape, new_idx): -1076 """Expand deltas defined on idx to the list of configs that is defined by new_idx. -1077 New, empty entries are filled by 0. If idx and new_idx are of type range, the smallest -1078 common divisor of the step sizes is used as new step size. -1079 -1080 Parameters -1081 ---------- -1082 deltas : list -1083 List of fluctuations -1084 idx : list -1085 List or range of configs on which the deltas are defined. -1086 Has to be a subset of new_idx and has to be sorted in ascending order. -1087 shape : list -1088 Number of configs in idx. -1089 new_idx : list -1090 List of configs that defines the new range, has to be sorted in ascending order. -1091 """ -1092 -1093 if type(idx) is range and type(new_idx) is range: -1094 if idx == new_idx: -1095 return deltas -1096 ret = np.zeros(new_idx[-1] - new_idx[0] + 1) -1097 for i in range(shape): -1098 ret[idx[i] - new_idx[0]] = deltas[i] -1099 return np.array([ret[new_idx[i] - new_idx[0]] for i in range(len(new_idx))]) * len(new_idx) / len(idx) -1100 -1101 -1102def derived_observable(func, data, array_mode=False, **kwargs): -1103 """Construct a derived Obs according to func(data, **kwargs) using automatic differentiation. +1075 return sorted(set.intersection(*[set(o) for o in idl])) +1076 +1077 +1078def _expand_deltas_for_merge(deltas, idx, shape, new_idx): +1079 """Expand deltas defined on idx to the list of configs that is defined by new_idx. +1080 New, empty entries are filled by 0. If idx and new_idx are of type range, the smallest +1081 common divisor of the step sizes is used as new step size. +1082 +1083 Parameters +1084 ---------- +1085 deltas : list +1086 List of fluctuations +1087 idx : list +1088 List or range of configs on which the deltas are defined. +1089 Has to be a subset of new_idx and has to be sorted in ascending order. +1090 shape : list +1091 Number of configs in idx. +1092 new_idx : list +1093 List of configs that defines the new range, has to be sorted in ascending order. +1094 """ +1095 +1096 if type(idx) is range and type(new_idx) is range: +1097 if idx == new_idx: +1098 return deltas +1099 ret = np.zeros(new_idx[-1] - new_idx[0] + 1) +1100 for i in range(shape): +1101 ret[idx[i] - new_idx[0]] = deltas[i] +1102 return np.array([ret[new_idx[i] - new_idx[0]] for i in range(len(new_idx))]) * len(new_idx) / len(idx) +1103 1104 -1105 Parameters -1106 ---------- -1107 func : object -1108 arbitrary function of the form func(data, **kwargs). For the -1109 automatic differentiation to work, all numpy functions have to have -1110 the autograd wrapper (use 'import autograd.numpy as anp'). -1111 data : list -1112 list of Obs, e.g. [obs1, obs2, obs3]. -1113 num_grad : bool -1114 if True, numerical derivatives are used instead of autograd -1115 (default False). To control the numerical differentiation the -1116 kwargs of numdifftools.step_generators.MaxStepGenerator -1117 can be used. -1118 man_grad : list -1119 manually supply a list or an array which contains the jacobian -1120 of func. Use cautiously, supplying the wrong derivative will -1121 not be intercepted. -1122 -1123 Notes -1124 ----- -1125 For simple mathematical operations it can be practical to use anonymous -1126 functions. For the ratio of two observables one can e.g. use -1127 -1128 new_obs = derived_observable(lambda x: x[0] / x[1], [obs1, obs2]) -1129 """ +1105def derived_observable(func, data, array_mode=False, **kwargs): +1106 """Construct a derived Obs according to func(data, **kwargs) using automatic differentiation. +1107 +1108 Parameters +1109 ---------- +1110 func : object +1111 arbitrary function of the form func(data, **kwargs). For the +1112 automatic differentiation to work, all numpy functions have to have +1113 the autograd wrapper (use 'import autograd.numpy as anp'). +1114 data : list +1115 list of Obs, e.g. [obs1, obs2, obs3]. +1116 num_grad : bool +1117 if True, numerical derivatives are used instead of autograd +1118 (default False). To control the numerical differentiation the +1119 kwargs of numdifftools.step_generators.MaxStepGenerator +1120 can be used. +1121 man_grad : list +1122 manually supply a list or an array which contains the jacobian +1123 of func. Use cautiously, supplying the wrong derivative will +1124 not be intercepted. +1125 +1126 Notes +1127 ----- +1128 For simple mathematical operations it can be practical to use anonymous +1129 functions. For the ratio of two observables one can e.g. use 1130 -1131 data = np.asarray(data) -1132 raveled_data = data.ravel() +1131 new_obs = derived_observable(lambda x: x[0] / x[1], [obs1, obs2]) +1132 """ 1133 -1134 # Workaround for matrix operations containing non Obs data -1135 if not all(isinstance(x, Obs) for x in raveled_data): -1136 for i in range(len(raveled_data)): -1137 if isinstance(raveled_data[i], (int, float)): -1138 raveled_data[i] = cov_Obs(raveled_data[i], 0.0, "###dummy_covobs###") -1139 -1140 allcov = {} -1141 for o in raveled_data: -1142 for name in o.cov_names: -1143 if name in allcov: -1144 if not np.allclose(allcov[name], o.covobs[name].cov): -1145 raise Exception('Inconsistent covariance matrices for %s!' % (name)) -1146 else: -1147 allcov[name] = o.covobs[name].cov -1148 -1149 n_obs = len(raveled_data) -1150 new_names = sorted(set([y for x in [o.names for o in raveled_data] for y in x])) -1151 new_cov_names = sorted(set([y for x in [o.cov_names for o in raveled_data] for y in x])) -1152 new_sample_names = sorted(set(new_names) - set(new_cov_names)) -1153 -1154 reweighted = len(list(filter(lambda o: o.reweighted is True, raveled_data))) > 0 -1155 -1156 if data.ndim == 1: -1157 values = np.array([o.value for o in data]) -1158 else: -1159 values = np.vectorize(lambda x: x.value)(data) -1160 -1161 new_values = func(values, **kwargs) -1162 -1163 multi = int(isinstance(new_values, np.ndarray)) -1164 -1165 new_r_values = {} -1166 new_idl_d = {} -1167 for name in new_sample_names: -1168 idl = [] -1169 tmp_values = np.zeros(n_obs) -1170 for i, item in enumerate(raveled_data): -1171 tmp_values[i] = item.r_values.get(name, item.value) -1172 tmp_idl = item.idl.get(name) -1173 if tmp_idl is not None: -1174 idl.append(tmp_idl) -1175 if multi > 0: -1176 tmp_values = np.array(tmp_values).reshape(data.shape) -1177 new_r_values[name] = func(tmp_values, **kwargs) -1178 new_idl_d[name] = _merge_idx(idl) -1179 -1180 if 'man_grad' in kwargs: -1181 deriv = np.asarray(kwargs.get('man_grad')) -1182 if new_values.shape + data.shape != deriv.shape: -1183 raise Exception('Manual derivative does not have correct shape.') -1184 elif kwargs.get('num_grad') is True: -1185 if multi > 0: -1186 raise Exception('Multi mode currently not supported for numerical derivative') -1187 options = { -1188 'base_step': 0.1, -1189 'step_ratio': 2.5} -1190 for key in options.keys(): -1191 kwarg = kwargs.get(key) -1192 if kwarg is not None: -1193 options[key] = kwarg -1194 tmp_df = nd.Gradient(func, order=4, **{k: v for k, v in options.items() if v is not None})(values, **kwargs) -1195 if tmp_df.size == 1: -1196 deriv = np.array([tmp_df.real]) -1197 else: -1198 deriv = tmp_df.real -1199 else: -1200 deriv = jacobian(func)(values, **kwargs) -1201 -1202 final_result = np.zeros(new_values.shape, dtype=object) -1203 -1204 if array_mode is True: -1205 -1206 class _Zero_grad(): -1207 def __init__(self, N): -1208 self.grad = np.zeros((N, 1)) -1209 -1210 new_covobs_lengths = dict(set([y for x in [[(n, o.covobs[n].N) for n in o.cov_names] for o in raveled_data] for y in x])) -1211 d_extracted = {} -1212 g_extracted = {} -1213 for name in new_sample_names: -1214 d_extracted[name] = [] -1215 ens_length = len(new_idl_d[name]) -1216 for i_dat, dat in enumerate(data): -1217 d_extracted[name].append(np.array([_expand_deltas_for_merge(o.deltas.get(name, np.zeros(ens_length)), o.idl.get(name, new_idl_d[name]), o.shape.get(name, ens_length), new_idl_d[name]) for o in dat.reshape(np.prod(dat.shape))]).reshape(dat.shape + (ens_length, ))) -1218 for name in new_cov_names: -1219 g_extracted[name] = [] -1220 zero_grad = _Zero_grad(new_covobs_lengths[name]) -1221 for i_dat, dat in enumerate(data): -1222 g_extracted[name].append(np.array([o.covobs.get(name, zero_grad).grad for o in dat.reshape(np.prod(dat.shape))]).reshape(dat.shape + (new_covobs_lengths[name], 1))) -1223 -1224 for i_val, new_val in np.ndenumerate(new_values): -1225 new_deltas = {} -1226 new_grad = {} -1227 if array_mode is True: -1228 for name in new_sample_names: -1229 ens_length = d_extracted[name][0].shape[-1] -1230 new_deltas[name] = np.zeros(ens_length) -1231 for i_dat, dat in enumerate(d_extracted[name]): -1232 new_deltas[name] += np.tensordot(deriv[i_val + (i_dat, )], dat) -1233 for name in new_cov_names: -1234 new_grad[name] = 0 -1235 for i_dat, dat in enumerate(g_extracted[name]): -1236 new_grad[name] += np.tensordot(deriv[i_val + (i_dat, )], dat) -1237 else: -1238 for j_obs, obs in np.ndenumerate(data): -1239 for name in obs.names: -1240 if name in obs.cov_names: -1241 new_grad[name] = new_grad.get(name, 0) + deriv[i_val + j_obs] * obs.covobs[name].grad -1242 else: -1243 new_deltas[name] = new_deltas.get(name, 0) + deriv[i_val + j_obs] * _expand_deltas_for_merge(obs.deltas[name], obs.idl[name], obs.shape[name], new_idl_d[name]) -1244 -1245 new_covobs = {name: Covobs(0, allcov[name], name, grad=new_grad[name]) for name in new_grad} -1246 -1247 if not set(new_covobs.keys()).isdisjoint(new_deltas.keys()): -1248 raise Exception('The same name has been used for deltas and covobs!') -1249 new_samples = [] -1250 new_means = [] -1251 new_idl = [] -1252 new_names_obs = [] -1253 for name in new_names: -1254 if name not in new_covobs: -1255 new_samples.append(new_deltas[name]) -1256 new_idl.append(new_idl_d[name]) -1257 new_means.append(new_r_values[name][i_val]) -1258 new_names_obs.append(name) -1259 final_result[i_val] = Obs(new_samples, new_names_obs, means=new_means, idl=new_idl) -1260 for name in new_covobs: -1261 final_result[i_val].names.append(name) -1262 final_result[i_val]._covobs = new_covobs -1263 final_result[i_val]._value = new_val -1264 final_result[i_val].reweighted = reweighted -1265 -1266 if multi == 0: -1267 final_result = final_result.item() +1134 data = np.asarray(data) +1135 raveled_data = data.ravel() +1136 +1137 # Workaround for matrix operations containing non Obs data +1138 if not all(isinstance(x, Obs) for x in raveled_data): +1139 for i in range(len(raveled_data)): +1140 if isinstance(raveled_data[i], (int, float)): +1141 raveled_data[i] = cov_Obs(raveled_data[i], 0.0, "###dummy_covobs###") +1142 +1143 allcov = {} +1144 for o in raveled_data: +1145 for name in o.cov_names: +1146 if name in allcov: +1147 if not np.allclose(allcov[name], o.covobs[name].cov): +1148 raise Exception('Inconsistent covariance matrices for %s!' % (name)) +1149 else: +1150 allcov[name] = o.covobs[name].cov +1151 +1152 n_obs = len(raveled_data) +1153 new_names = sorted(set([y for x in [o.names for o in raveled_data] for y in x])) +1154 new_cov_names = sorted(set([y for x in [o.cov_names for o in raveled_data] for y in x])) +1155 new_sample_names = sorted(set(new_names) - set(new_cov_names)) +1156 +1157 reweighted = len(list(filter(lambda o: o.reweighted is True, raveled_data))) > 0 +1158 +1159 if data.ndim == 1: +1160 values = np.array([o.value for o in data]) +1161 else: +1162 values = np.vectorize(lambda x: x.value)(data) +1163 +1164 new_values = func(values, **kwargs) +1165 +1166 multi = int(isinstance(new_values, np.ndarray)) +1167 +1168 new_r_values = {} +1169 new_idl_d = {} +1170 for name in new_sample_names: +1171 idl = [] +1172 tmp_values = np.zeros(n_obs) +1173 for i, item in enumerate(raveled_data): +1174 tmp_values[i] = item.r_values.get(name, item.value) +1175 tmp_idl = item.idl.get(name) +1176 if tmp_idl is not None: +1177 idl.append(tmp_idl) +1178 if multi > 0: +1179 tmp_values = np.array(tmp_values).reshape(data.shape) +1180 new_r_values[name] = func(tmp_values, **kwargs) +1181 new_idl_d[name] = _merge_idx(idl) +1182 +1183 if 'man_grad' in kwargs: +1184 deriv = np.asarray(kwargs.get('man_grad')) +1185 if new_values.shape + data.shape != deriv.shape: +1186 raise Exception('Manual derivative does not have correct shape.') +1187 elif kwargs.get('num_grad') is True: +1188 if multi > 0: +1189 raise Exception('Multi mode currently not supported for numerical derivative') +1190 options = { +1191 'base_step': 0.1, +1192 'step_ratio': 2.5} +1193 for key in options.keys(): +1194 kwarg = kwargs.get(key) +1195 if kwarg is not None: +1196 options[key] = kwarg +1197 tmp_df = nd.Gradient(func, order=4, **{k: v for k, v in options.items() if v is not None})(values, **kwargs) +1198 if tmp_df.size == 1: +1199 deriv = np.array([tmp_df.real]) +1200 else: +1201 deriv = tmp_df.real +1202 else: +1203 deriv = jacobian(func)(values, **kwargs) +1204 +1205 final_result = np.zeros(new_values.shape, dtype=object) +1206 +1207 if array_mode is True: +1208 +1209 class _Zero_grad(): +1210 def __init__(self, N): +1211 self.grad = np.zeros((N, 1)) +1212 +1213 new_covobs_lengths = dict(set([y for x in [[(n, o.covobs[n].N) for n in o.cov_names] for o in raveled_data] for y in x])) +1214 d_extracted = {} +1215 g_extracted = {} +1216 for name in new_sample_names: +1217 d_extracted[name] = [] +1218 ens_length = len(new_idl_d[name]) +1219 for i_dat, dat in enumerate(data): +1220 d_extracted[name].append(np.array([_expand_deltas_for_merge(o.deltas.get(name, np.zeros(ens_length)), o.idl.get(name, new_idl_d[name]), o.shape.get(name, ens_length), new_idl_d[name]) for o in dat.reshape(np.prod(dat.shape))]).reshape(dat.shape + (ens_length, ))) +1221 for name in new_cov_names: +1222 g_extracted[name] = [] +1223 zero_grad = _Zero_grad(new_covobs_lengths[name]) +1224 for i_dat, dat in enumerate(data): +1225 g_extracted[name].append(np.array([o.covobs.get(name, zero_grad).grad for o in dat.reshape(np.prod(dat.shape))]).reshape(dat.shape + (new_covobs_lengths[name], 1))) +1226 +1227 for i_val, new_val in np.ndenumerate(new_values): +1228 new_deltas = {} +1229 new_grad = {} +1230 if array_mode is True: +1231 for name in new_sample_names: +1232 ens_length = d_extracted[name][0].shape[-1] +1233 new_deltas[name] = np.zeros(ens_length) +1234 for i_dat, dat in enumerate(d_extracted[name]): +1235 new_deltas[name] += np.tensordot(deriv[i_val + (i_dat, )], dat) +1236 for name in new_cov_names: +1237 new_grad[name] = 0 +1238 for i_dat, dat in enumerate(g_extracted[name]): +1239 new_grad[name] += np.tensordot(deriv[i_val + (i_dat, )], dat) +1240 else: +1241 for j_obs, obs in np.ndenumerate(data): +1242 for name in obs.names: +1243 if name in obs.cov_names: +1244 new_grad[name] = new_grad.get(name, 0) + deriv[i_val + j_obs] * obs.covobs[name].grad +1245 else: +1246 new_deltas[name] = new_deltas.get(name, 0) + deriv[i_val + j_obs] * _expand_deltas_for_merge(obs.deltas[name], obs.idl[name], obs.shape[name], new_idl_d[name]) +1247 +1248 new_covobs = {name: Covobs(0, allcov[name], name, grad=new_grad[name]) for name in new_grad} +1249 +1250 if not set(new_covobs.keys()).isdisjoint(new_deltas.keys()): +1251 raise Exception('The same name has been used for deltas and covobs!') +1252 new_samples = [] +1253 new_means = [] +1254 new_idl = [] +1255 new_names_obs = [] +1256 for name in new_names: +1257 if name not in new_covobs: +1258 new_samples.append(new_deltas[name]) +1259 new_idl.append(new_idl_d[name]) +1260 new_means.append(new_r_values[name][i_val]) +1261 new_names_obs.append(name) +1262 final_result[i_val] = Obs(new_samples, new_names_obs, means=new_means, idl=new_idl) +1263 for name in new_covobs: +1264 final_result[i_val].names.append(name) +1265 final_result[i_val]._covobs = new_covobs +1266 final_result[i_val]._value = new_val +1267 final_result[i_val].reweighted = reweighted 1268 -1269 return final_result -1270 +1269 if multi == 0: +1270 final_result = final_result.item() 1271 -1272def _reduce_deltas(deltas, idx_old, idx_new): -1273 """Extract deltas defined on idx_old on all configs of idx_new. +1272 return final_result +1273 1274 -1275 Assumes, that idx_old and idx_new are correctly defined idl, i.e., they -1276 are ordered in an ascending order. +1275def _reduce_deltas(deltas, idx_old, idx_new): +1276 """Extract deltas defined on idx_old on all configs of idx_new. 1277 -1278 Parameters -1279 ---------- -1280 deltas : list -1281 List of fluctuations -1282 idx_old : list -1283 List or range of configs on which the deltas are defined -1284 idx_new : list -1285 List of configs for which we want to extract the deltas. -1286 Has to be a subset of idx_old. -1287 """ -1288 if not len(deltas) == len(idx_old): -1289 raise Exception('Length of deltas and idx_old have to be the same: %d != %d' % (len(deltas), len(idx_old))) -1290 if type(idx_old) is range and type(idx_new) is range: -1291 if idx_old == idx_new: -1292 return deltas -1293 # Use groupby to efficiently check whether all elements of idx_old and idx_new are identical -1294 try: -1295 g = groupby([idx_old, idx_new]) -1296 if next(g, True) and not next(g, False): -1297 return deltas -1298 except Exception: -1299 pass -1300 indices = np.intersect1d(idx_old, idx_new, assume_unique=True, return_indices=True)[1] -1301 if len(indices) < len(idx_new): -1302 raise Exception('Error in _reduce_deltas: Config of idx_new not in idx_old') -1303 return np.array(deltas)[indices] -1304 -1305 -1306def reweight(weight, obs, **kwargs): -1307 """Reweight a list of observables. +1278 Assumes, that idx_old and idx_new are correctly defined idl, i.e., they +1279 are ordered in an ascending order. +1280 +1281 Parameters +1282 ---------- +1283 deltas : list +1284 List of fluctuations +1285 idx_old : list +1286 List or range of configs on which the deltas are defined +1287 idx_new : list +1288 List of configs for which we want to extract the deltas. +1289 Has to be a subset of idx_old. +1290 """ +1291 if not len(deltas) == len(idx_old): +1292 raise Exception('Length of deltas and idx_old have to be the same: %d != %d' % (len(deltas), len(idx_old))) +1293 if type(idx_old) is range and type(idx_new) is range: +1294 if idx_old == idx_new: +1295 return deltas +1296 # Use groupby to efficiently check whether all elements of idx_old and idx_new are identical +1297 try: +1298 g = groupby([idx_old, idx_new]) +1299 if next(g, True) and not next(g, False): +1300 return deltas +1301 except Exception: +1302 pass +1303 indices = np.intersect1d(idx_old, idx_new, assume_unique=True, return_indices=True)[1] +1304 if len(indices) < len(idx_new): +1305 raise Exception('Error in _reduce_deltas: Config of idx_new not in idx_old') +1306 return np.array(deltas)[indices] +1307 1308 -1309 Parameters -1310 ---------- -1311 weight : Obs -1312 Reweighting factor. An Observable that has to be defined on a superset of the -1313 configurations in obs[i].idl for all i. -1314 obs : list -1315 list of Obs, e.g. [obs1, obs2, obs3]. -1316 all_configs : bool -1317 if True, the reweighted observables are normalized by the average of -1318 the reweighting factor on all configurations in weight.idl and not -1319 on the configurations in obs[i].idl. Default False. -1320 """ -1321 result = [] -1322 for i in range(len(obs)): -1323 if len(obs[i].cov_names): -1324 raise Exception('Error: Not possible to reweight an Obs that contains covobs!') -1325 if not set(obs[i].names).issubset(weight.names): -1326 raise Exception('Error: Ensembles do not fit') -1327 for name in obs[i].names: -1328 if not set(obs[i].idl[name]).issubset(weight.idl[name]): -1329 raise Exception('obs[%d] has to be defined on a subset of the configs in weight.idl[%s]!' % (i, name)) -1330 new_samples = [] -1331 w_deltas = {} -1332 for name in sorted(obs[i].names): -1333 w_deltas[name] = _reduce_deltas(weight.deltas[name], weight.idl[name], obs[i].idl[name]) -1334 new_samples.append((w_deltas[name] + weight.r_values[name]) * (obs[i].deltas[name] + obs[i].r_values[name])) -1335 tmp_obs = Obs(new_samples, sorted(obs[i].names), idl=[obs[i].idl[name] for name in sorted(obs[i].names)]) -1336 -1337 if kwargs.get('all_configs'): -1338 new_weight = weight -1339 else: -1340 new_weight = Obs([w_deltas[name] + weight.r_values[name] for name in sorted(obs[i].names)], sorted(obs[i].names), idl=[obs[i].idl[name] for name in sorted(obs[i].names)]) -1341 -1342 result.append(tmp_obs / new_weight) -1343 result[-1].reweighted = True +1309def reweight(weight, obs, **kwargs): +1310 """Reweight a list of observables. +1311 +1312 Parameters +1313 ---------- +1314 weight : Obs +1315 Reweighting factor. An Observable that has to be defined on a superset of the +1316 configurations in obs[i].idl for all i. +1317 obs : list +1318 list of Obs, e.g. [obs1, obs2, obs3]. +1319 all_configs : bool +1320 if True, the reweighted observables are normalized by the average of +1321 the reweighting factor on all configurations in weight.idl and not +1322 on the configurations in obs[i].idl. Default False. +1323 """ +1324 result = [] +1325 for i in range(len(obs)): +1326 if len(obs[i].cov_names): +1327 raise Exception('Error: Not possible to reweight an Obs that contains covobs!') +1328 if not set(obs[i].names).issubset(weight.names): +1329 raise Exception('Error: Ensembles do not fit') +1330 for name in obs[i].names: +1331 if not set(obs[i].idl[name]).issubset(weight.idl[name]): +1332 raise Exception('obs[%d] has to be defined on a subset of the configs in weight.idl[%s]!' % (i, name)) +1333 new_samples = [] +1334 w_deltas = {} +1335 for name in sorted(obs[i].names): +1336 w_deltas[name] = _reduce_deltas(weight.deltas[name], weight.idl[name], obs[i].idl[name]) +1337 new_samples.append((w_deltas[name] + weight.r_values[name]) * (obs[i].deltas[name] + obs[i].r_values[name])) +1338 tmp_obs = Obs(new_samples, sorted(obs[i].names), idl=[obs[i].idl[name] for name in sorted(obs[i].names)]) +1339 +1340 if kwargs.get('all_configs'): +1341 new_weight = weight +1342 else: +1343 new_weight = Obs([w_deltas[name] + weight.r_values[name] for name in sorted(obs[i].names)], sorted(obs[i].names), idl=[obs[i].idl[name] for name in sorted(obs[i].names)]) 1344 -1345 return result -1346 +1345 result.append(tmp_obs / new_weight) +1346 result[-1].reweighted = True 1347 -1348def correlate(obs_a, obs_b): -1349 """Correlate two observables. +1348 return result +1349 1350 -1351 Parameters -1352 ---------- -1353 obs_a : Obs -1354 First observable -1355 obs_b : Obs -1356 Second observable -1357 -1358 Notes -1359 ----- -1360 Keep in mind to only correlate primary observables which have not been reweighted -1361 yet. The reweighting has to be applied after correlating the observables. -1362 Currently only works if ensembles are identical (this is not strictly necessary). -1363 """ -1364 -1365 if sorted(obs_a.names) != sorted(obs_b.names): -1366 raise Exception(f"Ensembles do not fit {set(sorted(obs_a.names)) ^ set(sorted(obs_b.names))}") -1367 if len(obs_a.cov_names) or len(obs_b.cov_names): -1368 raise Exception('Error: Not possible to correlate Obs that contain covobs!') -1369 for name in obs_a.names: -1370 if obs_a.shape[name] != obs_b.shape[name]: -1371 raise Exception('Shapes of ensemble', name, 'do not fit') -1372 if obs_a.idl[name] != obs_b.idl[name]: -1373 raise Exception('idl of ensemble', name, 'do not fit') -1374 -1375 if obs_a.reweighted is True: -1376 warnings.warn("The first observable is already reweighted.", RuntimeWarning) -1377 if obs_b.reweighted is True: -1378 warnings.warn("The second observable is already reweighted.", RuntimeWarning) -1379 -1380 new_samples = [] -1381 new_idl = [] -1382 for name in sorted(obs_a.names): -1383 new_samples.append((obs_a.deltas[name] + obs_a.r_values[name]) * (obs_b.deltas[name] + obs_b.r_values[name])) -1384 new_idl.append(obs_a.idl[name]) -1385 -1386 o = Obs(new_samples, sorted(obs_a.names), idl=new_idl) -1387 o.reweighted = obs_a.reweighted or obs_b.reweighted -1388 return o -1389 -1390 -1391def covariance(obs, visualize=False, correlation=False, smooth=None, **kwargs): -1392 r'''Calculates the error covariance matrix of a set of observables. +1351def correlate(obs_a, obs_b): +1352 """Correlate two observables. +1353 +1354 Parameters +1355 ---------- +1356 obs_a : Obs +1357 First observable +1358 obs_b : Obs +1359 Second observable +1360 +1361 Notes +1362 ----- +1363 Keep in mind to only correlate primary observables which have not been reweighted +1364 yet. The reweighting has to be applied after correlating the observables. +1365 Currently only works if ensembles are identical (this is not strictly necessary). +1366 """ +1367 +1368 if sorted(obs_a.names) != sorted(obs_b.names): +1369 raise Exception(f"Ensembles do not fit {set(sorted(obs_a.names)) ^ set(sorted(obs_b.names))}") +1370 if len(obs_a.cov_names) or len(obs_b.cov_names): +1371 raise Exception('Error: Not possible to correlate Obs that contain covobs!') +1372 for name in obs_a.names: +1373 if obs_a.shape[name] != obs_b.shape[name]: +1374 raise Exception('Shapes of ensemble', name, 'do not fit') +1375 if obs_a.idl[name] != obs_b.idl[name]: +1376 raise Exception('idl of ensemble', name, 'do not fit') +1377 +1378 if obs_a.reweighted is True: +1379 warnings.warn("The first observable is already reweighted.", RuntimeWarning) +1380 if obs_b.reweighted is True: +1381 warnings.warn("The second observable is already reweighted.", RuntimeWarning) +1382 +1383 new_samples = [] +1384 new_idl = [] +1385 for name in sorted(obs_a.names): +1386 new_samples.append((obs_a.deltas[name] + obs_a.r_values[name]) * (obs_b.deltas[name] + obs_b.r_values[name])) +1387 new_idl.append(obs_a.idl[name]) +1388 +1389 o = Obs(new_samples, sorted(obs_a.names), idl=new_idl) +1390 o.reweighted = obs_a.reweighted or obs_b.reweighted +1391 return o +1392 1393 -1394 WARNING: This function should be used with care, especially for observables with support on multiple -1395 ensembles with differing autocorrelations. See the notes below for details. +1394def covariance(obs, visualize=False, correlation=False, smooth=None, **kwargs): +1395 r'''Calculates the error covariance matrix of a set of observables. 1396 -1397 The gamma method has to be applied first to all observables. -1398 -1399 Parameters -1400 ---------- -1401 obs : list or numpy.ndarray -1402 List or one dimensional array of Obs -1403 visualize : bool -1404 If True plots the corresponding normalized correlation matrix (default False). -1405 correlation : bool -1406 If True the correlation matrix instead of the error covariance matrix is returned (default False). -1407 smooth : None or int -1408 If smooth is an integer 'E' between 2 and the dimension of the matrix minus 1 the eigenvalue -1409 smoothing procedure of hep-lat/9412087 is applied to the correlation matrix which leaves the -1410 largest E eigenvalues essentially unchanged and smoothes the smaller eigenvalues to avoid extremely -1411 small ones. -1412 -1413 Notes -1414 ----- -1415 The error covariance is defined such that it agrees with the squared standard error for two identical observables -1416 $$\operatorname{cov}(a,a)=\sum_{s=1}^N\delta_a^s\delta_a^s/N^2=\Gamma_{aa}(0)/N=\operatorname{var}(a)/N=\sigma_a^2$$ -1417 in the absence of autocorrelation. -1418 The error covariance is estimated by calculating the correlation matrix assuming no autocorrelation and then rescaling the correlation matrix by the full errors including the previous gamma method estimate for the autocorrelation of the observables. The covariance at windowsize 0 is guaranteed to be positive semi-definite -1419 $$\sum_{i,j}v_i\Gamma_{ij}(0)v_j=\frac{1}{N}\sum_{s=1}^N\sum_{i,j}v_i\delta_i^s\delta_j^s v_j=\frac{1}{N}\sum_{s=1}^N\sum_{i}|v_i\delta_i^s|^2\geq 0\,,$$ for every $v\in\mathbb{R}^M$, while such an identity does not hold for larger windows/lags. -1420 For observables defined on a single ensemble our approximation is equivalent to assuming that the integrated autocorrelation time of an off-diagonal element is equal to the geometric mean of the integrated autocorrelation times of the corresponding diagonal elements. -1421 $$\tau_{\mathrm{int}, ij}=\sqrt{\tau_{\mathrm{int}, i}\times \tau_{\mathrm{int}, j}}$$ -1422 This construction ensures that the estimated covariance matrix is positive semi-definite (up to numerical rounding errors). -1423 ''' -1424 -1425 length = len(obs) -1426 -1427 max_samples = np.max([o.N for o in obs]) -1428 if max_samples <= length and not [item for sublist in [o.cov_names for o in obs] for item in sublist]: -1429 warnings.warn(f"The dimension of the covariance matrix ({length}) is larger or equal to the number of samples ({max_samples}). This will result in a rank deficient matrix.", RuntimeWarning) -1430 -1431 cov = np.zeros((length, length)) -1432 for i in range(length): -1433 for j in range(i, length): -1434 cov[i, j] = _covariance_element(obs[i], obs[j]) -1435 cov = cov + cov.T - np.diag(np.diag(cov)) -1436 -1437 corr = np.diag(1 / np.sqrt(np.diag(cov))) @ cov @ np.diag(1 / np.sqrt(np.diag(cov))) -1438 -1439 if isinstance(smooth, int): -1440 corr = _smooth_eigenvalues(corr, smooth) +1397 WARNING: This function should be used with care, especially for observables with support on multiple +1398 ensembles with differing autocorrelations. See the notes below for details. +1399 +1400 The gamma method has to be applied first to all observables. +1401 +1402 Parameters +1403 ---------- +1404 obs : list or numpy.ndarray +1405 List or one dimensional array of Obs +1406 visualize : bool +1407 If True plots the corresponding normalized correlation matrix (default False). +1408 correlation : bool +1409 If True the correlation matrix instead of the error covariance matrix is returned (default False). +1410 smooth : None or int +1411 If smooth is an integer 'E' between 2 and the dimension of the matrix minus 1 the eigenvalue +1412 smoothing procedure of hep-lat/9412087 is applied to the correlation matrix which leaves the +1413 largest E eigenvalues essentially unchanged and smoothes the smaller eigenvalues to avoid extremely +1414 small ones. +1415 +1416 Notes +1417 ----- +1418 The error covariance is defined such that it agrees with the squared standard error for two identical observables +1419 $$\operatorname{cov}(a,a)=\sum_{s=1}^N\delta_a^s\delta_a^s/N^2=\Gamma_{aa}(0)/N=\operatorname{var}(a)/N=\sigma_a^2$$ +1420 in the absence of autocorrelation. +1421 The error covariance is estimated by calculating the correlation matrix assuming no autocorrelation and then rescaling the correlation matrix by the full errors including the previous gamma method estimate for the autocorrelation of the observables. The covariance at windowsize 0 is guaranteed to be positive semi-definite +1422 $$\sum_{i,j}v_i\Gamma_{ij}(0)v_j=\frac{1}{N}\sum_{s=1}^N\sum_{i,j}v_i\delta_i^s\delta_j^s v_j=\frac{1}{N}\sum_{s=1}^N\sum_{i}|v_i\delta_i^s|^2\geq 0\,,$$ for every $v\in\mathbb{R}^M$, while such an identity does not hold for larger windows/lags. +1423 For observables defined on a single ensemble our approximation is equivalent to assuming that the integrated autocorrelation time of an off-diagonal element is equal to the geometric mean of the integrated autocorrelation times of the corresponding diagonal elements. +1424 $$\tau_{\mathrm{int}, ij}=\sqrt{\tau_{\mathrm{int}, i}\times \tau_{\mathrm{int}, j}}$$ +1425 This construction ensures that the estimated covariance matrix is positive semi-definite (up to numerical rounding errors). +1426 ''' +1427 +1428 length = len(obs) +1429 +1430 max_samples = np.max([o.N for o in obs]) +1431 if max_samples <= length and not [item for sublist in [o.cov_names for o in obs] for item in sublist]: +1432 warnings.warn(f"The dimension of the covariance matrix ({length}) is larger or equal to the number of samples ({max_samples}). This will result in a rank deficient matrix.", RuntimeWarning) +1433 +1434 cov = np.zeros((length, length)) +1435 for i in range(length): +1436 for j in range(i, length): +1437 cov[i, j] = _covariance_element(obs[i], obs[j]) +1438 cov = cov + cov.T - np.diag(np.diag(cov)) +1439 +1440 corr = np.diag(1 / np.sqrt(np.diag(cov))) @ cov @ np.diag(1 / np.sqrt(np.diag(cov))) 1441 -1442 if visualize: -1443 plt.matshow(corr, vmin=-1, vmax=1) -1444 plt.set_cmap('RdBu') -1445 plt.colorbar() -1446 plt.draw() -1447 -1448 if correlation is True: -1449 return corr +1442 if isinstance(smooth, int): +1443 corr = _smooth_eigenvalues(corr, smooth) +1444 +1445 if visualize: +1446 plt.matshow(corr, vmin=-1, vmax=1) +1447 plt.set_cmap('RdBu') +1448 plt.colorbar() +1449 plt.draw() 1450 -1451 errors = [o.dvalue for o in obs] -1452 cov = np.diag(errors) @ corr @ np.diag(errors) +1451 if correlation is True: +1452 return corr 1453 -1454 eigenvalues = np.linalg.eigh(cov)[0] -1455 if not np.all(eigenvalues >= 0): -1456 warnings.warn("Covariance matrix is not positive semi-definite (Eigenvalues: " + str(eigenvalues) + ")", RuntimeWarning) -1457 -1458 return cov -1459 +1454 errors = [o.dvalue for o in obs] +1455 cov = np.diag(errors) @ corr @ np.diag(errors) +1456 +1457 eigenvalues = np.linalg.eigh(cov)[0] +1458 if not np.all(eigenvalues >= 0): +1459 warnings.warn("Covariance matrix is not positive semi-definite (Eigenvalues: " + str(eigenvalues) + ")", RuntimeWarning) 1460 -1461def _smooth_eigenvalues(corr, E): -1462 """Eigenvalue smoothing as described in hep-lat/9412087 +1461 return cov +1462 1463 -1464 corr : np.ndarray -1465 correlation matrix -1466 E : integer -1467 Number of eigenvalues to be left substantially unchanged -1468 """ -1469 if not (2 < E < corr.shape[0] - 1): -1470 raise Exception(f"'E' has to be between 2 and the dimension of the correlation matrix minus 1 ({corr.shape[0] - 1}).") -1471 vals, vec = np.linalg.eigh(corr) -1472 lambda_min = np.mean(vals[:-E]) -1473 vals[vals < lambda_min] = lambda_min -1474 vals /= np.mean(vals) -1475 return vec @ np.diag(vals) @ vec.T -1476 -1477 -1478def _covariance_element(obs1, obs2): -1479 """Estimates the covariance of two Obs objects, neglecting autocorrelations.""" +1464def _smooth_eigenvalues(corr, E): +1465 """Eigenvalue smoothing as described in hep-lat/9412087 +1466 +1467 corr : np.ndarray +1468 correlation matrix +1469 E : integer +1470 Number of eigenvalues to be left substantially unchanged +1471 """ +1472 if not (2 < E < corr.shape[0] - 1): +1473 raise Exception(f"'E' has to be between 2 and the dimension of the correlation matrix minus 1 ({corr.shape[0] - 1}).") +1474 vals, vec = np.linalg.eigh(corr) +1475 lambda_min = np.mean(vals[:-E]) +1476 vals[vals < lambda_min] = lambda_min +1477 vals /= np.mean(vals) +1478 return vec @ np.diag(vals) @ vec.T +1479 1480 -1481 def calc_gamma(deltas1, deltas2, idx1, idx2, new_idx): -1482 deltas1 = _reduce_deltas(deltas1, idx1, new_idx) -1483 deltas2 = _reduce_deltas(deltas2, idx2, new_idx) -1484 return np.sum(deltas1 * deltas2) -1485 -1486 if set(obs1.names).isdisjoint(set(obs2.names)): -1487 return 0.0 +1481def _covariance_element(obs1, obs2): +1482 """Estimates the covariance of two Obs objects, neglecting autocorrelations.""" +1483 +1484 def calc_gamma(deltas1, deltas2, idx1, idx2, new_idx): +1485 deltas1 = _reduce_deltas(deltas1, idx1, new_idx) +1486 deltas2 = _reduce_deltas(deltas2, idx2, new_idx) +1487 return np.sum(deltas1 * deltas2) 1488 -1489 if not hasattr(obs1, 'e_dvalue') or not hasattr(obs2, 'e_dvalue'): -1490 raise Exception('The gamma method has to be applied to both Obs first.') +1489 if set(obs1.names).isdisjoint(set(obs2.names)): +1490 return 0.0 1491 -1492 dvalue = 0.0 -1493 -1494 for e_name in obs1.mc_names: -1495 -1496 if e_name not in obs2.mc_names: -1497 continue +1492 if not hasattr(obs1, 'e_dvalue') or not hasattr(obs2, 'e_dvalue'): +1493 raise Exception('The gamma method has to be applied to both Obs first.') +1494 +1495 dvalue = 0.0 +1496 +1497 for e_name in obs1.mc_names: 1498 -1499 idl_d = {} -1500 for r_name in obs1.e_content[e_name]: -1501 if r_name not in obs2.e_content[e_name]: -1502 continue -1503 idl_d[r_name] = _intersection_idx([obs1.idl[r_name], obs2.idl[r_name]]) -1504 -1505 gamma = 0.0 -1506 -1507 for r_name in obs1.e_content[e_name]: -1508 if r_name not in obs2.e_content[e_name]: -1509 continue -1510 if len(idl_d[r_name]) == 0: -1511 continue -1512 gamma += calc_gamma(obs1.deltas[r_name], obs2.deltas[r_name], obs1.idl[r_name], obs2.idl[r_name], idl_d[r_name]) -1513 -1514 if gamma == 0.0: -1515 continue +1499 if e_name not in obs2.mc_names: +1500 continue +1501 +1502 idl_d = {} +1503 for r_name in obs1.e_content[e_name]: +1504 if r_name not in obs2.e_content[e_name]: +1505 continue +1506 idl_d[r_name] = _intersection_idx([obs1.idl[r_name], obs2.idl[r_name]]) +1507 +1508 gamma = 0.0 +1509 +1510 for r_name in obs1.e_content[e_name]: +1511 if r_name not in obs2.e_content[e_name]: +1512 continue +1513 if len(idl_d[r_name]) == 0: +1514 continue +1515 gamma += calc_gamma(obs1.deltas[r_name], obs2.deltas[r_name], obs1.idl[r_name], obs2.idl[r_name], idl_d[r_name]) 1516 -1517 gamma_div = 0.0 -1518 for r_name in obs1.e_content[e_name]: -1519 if r_name not in obs2.e_content[e_name]: -1520 continue -1521 if len(idl_d[r_name]) == 0: -1522 continue -1523 gamma_div += np.sqrt(calc_gamma(obs1.deltas[r_name], obs1.deltas[r_name], obs1.idl[r_name], obs1.idl[r_name], idl_d[r_name]) * calc_gamma(obs2.deltas[r_name], obs2.deltas[r_name], obs2.idl[r_name], obs2.idl[r_name], idl_d[r_name])) -1524 gamma /= gamma_div -1525 -1526 dvalue += gamma -1527 -1528 for e_name in obs1.cov_names: -1529 -1530 if e_name not in obs2.cov_names: -1531 continue +1517 if gamma == 0.0: +1518 continue +1519 +1520 gamma_div = 0.0 +1521 for r_name in obs1.e_content[e_name]: +1522 if r_name not in obs2.e_content[e_name]: +1523 continue +1524 if len(idl_d[r_name]) == 0: +1525 continue +1526 gamma_div += np.sqrt(calc_gamma(obs1.deltas[r_name], obs1.deltas[r_name], obs1.idl[r_name], obs1.idl[r_name], idl_d[r_name]) * calc_gamma(obs2.deltas[r_name], obs2.deltas[r_name], obs2.idl[r_name], obs2.idl[r_name], idl_d[r_name])) +1527 gamma /= gamma_div +1528 +1529 dvalue += gamma +1530 +1531 for e_name in obs1.cov_names: 1532 -1533 dvalue += float(np.dot(np.transpose(obs1.covobs[e_name].grad), np.dot(obs1.covobs[e_name].cov, obs2.covobs[e_name].grad))) -1534 -1535 return dvalue -1536 +1533 if e_name not in obs2.cov_names: +1534 continue +1535 +1536 dvalue += float(np.dot(np.transpose(obs1.covobs[e_name].grad), np.dot(obs1.covobs[e_name].cov, obs2.covobs[e_name].grad))) 1537 -1538def import_jackknife(jacks, name, idl=None): -1539 """Imports jackknife samples and returns an Obs +1538 return dvalue +1539 1540 -1541 Parameters -1542 ---------- -1543 jacks : numpy.ndarray -1544 numpy array containing the mean value as zeroth entry and -1545 the N jackknife samples as first to Nth entry. -1546 name : str -1547 name of the ensemble the samples are defined on. -1548 """ -1549 length = len(jacks) - 1 -1550 prj = (np.ones((length, length)) - (length - 1) * np.identity(length)) -1551 samples = jacks[1:] @ prj -1552 mean = np.mean(samples) -1553 new_obs = Obs([samples - mean], [name], idl=idl, means=[mean]) -1554 new_obs._value = jacks[0] -1555 return new_obs -1556 -1557 -1558def merge_obs(list_of_obs): -1559 """Combine all observables in list_of_obs into one new observable +1541def import_jackknife(jacks, name, idl=None): +1542 """Imports jackknife samples and returns an Obs +1543 +1544 Parameters +1545 ---------- +1546 jacks : numpy.ndarray +1547 numpy array containing the mean value as zeroth entry and +1548 the N jackknife samples as first to Nth entry. +1549 name : str +1550 name of the ensemble the samples are defined on. +1551 """ +1552 length = len(jacks) - 1 +1553 prj = (np.ones((length, length)) - (length - 1) * np.identity(length)) +1554 samples = jacks[1:] @ prj +1555 mean = np.mean(samples) +1556 new_obs = Obs([samples - mean], [name], idl=idl, means=[mean]) +1557 new_obs._value = jacks[0] +1558 return new_obs +1559 1560 -1561 Parameters -1562 ---------- -1563 list_of_obs : list -1564 list of the Obs object to be combined -1565 -1566 Notes -1567 ----- -1568 It is not possible to combine obs which are based on the same replicum -1569 """ -1570 replist = [item for obs in list_of_obs for item in obs.names] -1571 if (len(replist) == len(set(replist))) is False: -1572 raise Exception('list_of_obs contains duplicate replica: %s' % (str(replist))) -1573 if any([len(o.cov_names) for o in list_of_obs]): -1574 raise Exception('Not possible to merge data that contains covobs!') -1575 new_dict = {} -1576 idl_dict = {} -1577 for o in list_of_obs: -1578 new_dict.update({key: o.deltas.get(key, 0) + o.r_values.get(key, 0) -1579 for key in set(o.deltas) | set(o.r_values)}) -1580 idl_dict.update({key: o.idl.get(key, 0) for key in set(o.deltas)}) -1581 -1582 names = sorted(new_dict.keys()) -1583 o = Obs([new_dict[name] for name in names], names, idl=[idl_dict[name] for name in names]) -1584 o.reweighted = np.max([oi.reweighted for oi in list_of_obs]) -1585 return o -1586 -1587 -1588def cov_Obs(means, cov, name, grad=None): -1589 """Create an Obs based on mean(s) and a covariance matrix +1561def merge_obs(list_of_obs): +1562 """Combine all observables in list_of_obs into one new observable +1563 +1564 Parameters +1565 ---------- +1566 list_of_obs : list +1567 list of the Obs object to be combined +1568 +1569 Notes +1570 ----- +1571 It is not possible to combine obs which are based on the same replicum +1572 """ +1573 replist = [item for obs in list_of_obs for item in obs.names] +1574 if (len(replist) == len(set(replist))) is False: +1575 raise Exception('list_of_obs contains duplicate replica: %s' % (str(replist))) +1576 if any([len(o.cov_names) for o in list_of_obs]): +1577 raise Exception('Not possible to merge data that contains covobs!') +1578 new_dict = {} +1579 idl_dict = {} +1580 for o in list_of_obs: +1581 new_dict.update({key: o.deltas.get(key, 0) + o.r_values.get(key, 0) +1582 for key in set(o.deltas) | set(o.r_values)}) +1583 idl_dict.update({key: o.idl.get(key, 0) for key in set(o.deltas)}) +1584 +1585 names = sorted(new_dict.keys()) +1586 o = Obs([new_dict[name] for name in names], names, idl=[idl_dict[name] for name in names]) +1587 o.reweighted = np.max([oi.reweighted for oi in list_of_obs]) +1588 return o +1589 1590 -1591 Parameters -1592 ---------- -1593 mean : list of floats or float -1594 N mean value(s) of the new Obs -1595 cov : list or array -1596 2d (NxN) Covariance matrix, 1d diagonal entries or 0d covariance -1597 name : str -1598 identifier for the covariance matrix -1599 grad : list or array -1600 Gradient of the Covobs wrt. the means belonging to cov. -1601 """ -1602 -1603 def covobs_to_obs(co): -1604 """Make an Obs out of a Covobs +1591def cov_Obs(means, cov, name, grad=None): +1592 """Create an Obs based on mean(s) and a covariance matrix +1593 +1594 Parameters +1595 ---------- +1596 mean : list of floats or float +1597 N mean value(s) of the new Obs +1598 cov : list or array +1599 2d (NxN) Covariance matrix, 1d diagonal entries or 0d covariance +1600 name : str +1601 identifier for the covariance matrix +1602 grad : list or array +1603 Gradient of the Covobs wrt. the means belonging to cov. +1604 """ 1605 -1606 Parameters -1607 ---------- -1608 co : Covobs -1609 Covobs to be embedded into the Obs -1610 """ -1611 o = Obs([], [], means=[]) -1612 o._value = co.value -1613 o.names.append(co.name) -1614 o._covobs[co.name] = co -1615 o._dvalue = np.sqrt(co.errsq()) -1616 return o -1617 -1618 ol = [] -1619 if isinstance(means, (float, int)): -1620 means = [means] -1621 -1622 for i in range(len(means)): -1623 ol.append(covobs_to_obs(Covobs(means[i], cov, name, pos=i, grad=grad))) -1624 if ol[0].covobs[name].N != len(means): -1625 raise Exception('You have to provide %d mean values!' % (ol[0].N)) -1626 if len(ol) == 1: -1627 return ol[0] -1628 return ol +1606 def covobs_to_obs(co): +1607 """Make an Obs out of a Covobs +1608 +1609 Parameters +1610 ---------- +1611 co : Covobs +1612 Covobs to be embedded into the Obs +1613 """ +1614 o = Obs([], [], means=[]) +1615 o._value = co.value +1616 o.names.append(co.name) +1617 o._covobs[co.name] = co +1618 o._dvalue = np.sqrt(co.errsq()) +1619 return o +1620 +1621 ol = [] +1622 if isinstance(means, (float, int)): +1623 means = [means] +1624 +1625 for i in range(len(means)): +1626 ol.append(covobs_to_obs(Covobs(means[i], cov, name, pos=i, grad=grad))) +1627 if ol[0].covobs[name].N != len(means): +1628 raise Exception('You have to provide %d mean values!' % (ol[0].N)) +1629 if len(ol) == 1: +1630 return ol[0] +1631 return ol @@ -2121,581 +2124,584 @@ 290 self.e_n_dtauint[e_name][0] = 0.0 291 292 def _compute_drho(i): -293 tmp = self.e_rho[e_name][i + 1:w_max] + np.concatenate([self.e_rho[e_name][i - 1::-1], self.e_rho[e_name][1:w_max - 2 * i]]) - 2 * self.e_rho[e_name][i] * self.e_rho[e_name][1:w_max - i] -294 self.e_drho[e_name][i] = np.sqrt(np.sum(tmp ** 2) / e_N) -295 -296 if self.tau_exp[e_name] > 0: -297 _compute_drho(gapsize) -298 texp = self.tau_exp[e_name] -299 # Critical slowing down analysis -300 if w_max // 2 <= 1: -301 raise Exception("Need at least 8 samples for tau_exp error analysis") -302 for n in range(gapsize, w_max // 2, gapsize): -303 _compute_drho(n + gapsize) -304 if (self.e_rho[e_name][n] - self.N_sigma[e_name] * self.e_drho[e_name][n]) < 0 or n >= w_max // 2 - 2: -305 # Bias correction hep-lat/0306017 eq. (49) included -306 self.e_tauint[e_name] = self.e_n_tauint[e_name][n] * (1 + (2 * n / gapsize + 1) / e_N) / (1 + 1 / e_N) + texp * np.abs(self.e_rho[e_name][n + 1]) # The absolute makes sure, that the tail contribution is always positive -307 self.e_dtauint[e_name] = np.sqrt(self.e_n_dtauint[e_name][n] ** 2 + texp ** 2 * self.e_drho[e_name][n + 1] ** 2) -308 # Error of tau_exp neglected so far, missing term: self.e_rho[e_name][n + 1] ** 2 * d_tau_exp ** 2 -309 self.e_dvalue[e_name] = np.sqrt(2 * self.e_tauint[e_name] * e_gamma[e_name][0] * (1 + 1 / e_N) / e_N) -310 self.e_ddvalue[e_name] = self.e_dvalue[e_name] * np.sqrt((n / gapsize + 0.5) / e_N) -311 self.e_windowsize[e_name] = n -312 break -313 else: -314 if self.S[e_name] == 0.0: -315 self.e_tauint[e_name] = 0.5 -316 self.e_dtauint[e_name] = 0.0 -317 self.e_dvalue[e_name] = np.sqrt(e_gamma[e_name][0] / (e_N - 1)) -318 self.e_ddvalue[e_name] = self.e_dvalue[e_name] * np.sqrt(0.5 / e_N) -319 self.e_windowsize[e_name] = 0 -320 else: -321 # Standard automatic windowing procedure -322 tau = self.S[e_name] / np.log((2 * self.e_n_tauint[e_name][gapsize::gapsize] + 1) / (2 * self.e_n_tauint[e_name][gapsize::gapsize] - 1)) -323 g_w = np.exp(- np.arange(1, len(tau) + 1) / tau) - tau / np.sqrt(np.arange(1, len(tau) + 1) * e_N) -324 for n in range(1, w_max): -325 if g_w[n - 1] < 0 or n >= w_max - 1: -326 _compute_drho(gapsize * n) -327 n *= gapsize -328 self.e_tauint[e_name] = self.e_n_tauint[e_name][n] * (1 + (2 * n / gapsize + 1) / e_N) / (1 + 1 / e_N) # Bias correction hep-lat/0306017 eq. (49) -329 self.e_dtauint[e_name] = self.e_n_dtauint[e_name][n] -330 self.e_dvalue[e_name] = np.sqrt(2 * self.e_tauint[e_name] * e_gamma[e_name][0] * (1 + 1 / e_N) / e_N) -331 self.e_ddvalue[e_name] = self.e_dvalue[e_name] * np.sqrt((n / gapsize + 0.5) / e_N) -332 self.e_windowsize[e_name] = n -333 break -334 -335 self._dvalue += self.e_dvalue[e_name] ** 2 -336 self.ddvalue += (self.e_dvalue[e_name] * self.e_ddvalue[e_name]) ** 2 +293 tmp = (self.e_rho[e_name][i + 1:w_max] +294 + np.concatenate([self.e_rho[e_name][i - 1:None if i - w_max // 2 < 0 else 2 * (i - w_max // 2):-1], +295 self.e_rho[e_name][1:max(1, w_max - 2 * i)]]) +296 - 2 * self.e_rho[e_name][i] * self.e_rho[e_name][1:w_max - i]) +297 self.e_drho[e_name][i] = np.sqrt(np.sum(tmp ** 2) / e_N) +298 +299 if self.tau_exp[e_name] > 0: +300 _compute_drho(gapsize) +301 texp = self.tau_exp[e_name] +302 # Critical slowing down analysis +303 if w_max // 2 <= 1: +304 raise Exception("Need at least 8 samples for tau_exp error analysis") +305 for n in range(gapsize, w_max // 2, gapsize): +306 _compute_drho(n + gapsize) +307 if (self.e_rho[e_name][n] - self.N_sigma[e_name] * self.e_drho[e_name][n]) < 0 or n >= w_max // 2 - 2: +308 # Bias correction hep-lat/0306017 eq. (49) included +309 self.e_tauint[e_name] = self.e_n_tauint[e_name][n] * (1 + (2 * n / gapsize + 1) / e_N) / (1 + 1 / e_N) + texp * np.abs(self.e_rho[e_name][n + 1]) # The absolute makes sure, that the tail contribution is always positive +310 self.e_dtauint[e_name] = np.sqrt(self.e_n_dtauint[e_name][n] ** 2 + texp ** 2 * self.e_drho[e_name][n + 1] ** 2) +311 # Error of tau_exp neglected so far, missing term: self.e_rho[e_name][n + 1] ** 2 * d_tau_exp ** 2 +312 self.e_dvalue[e_name] = np.sqrt(2 * self.e_tauint[e_name] * e_gamma[e_name][0] * (1 + 1 / e_N) / e_N) +313 self.e_ddvalue[e_name] = self.e_dvalue[e_name] * np.sqrt((n / gapsize + 0.5) / e_N) +314 self.e_windowsize[e_name] = n +315 break +316 else: +317 if self.S[e_name] == 0.0: +318 self.e_tauint[e_name] = 0.5 +319 self.e_dtauint[e_name] = 0.0 +320 self.e_dvalue[e_name] = np.sqrt(e_gamma[e_name][0] / (e_N - 1)) +321 self.e_ddvalue[e_name] = self.e_dvalue[e_name] * np.sqrt(0.5 / e_N) +322 self.e_windowsize[e_name] = 0 +323 else: +324 # Standard automatic windowing procedure +325 tau = self.S[e_name] / np.log((2 * self.e_n_tauint[e_name][gapsize::gapsize] + 1) / (2 * self.e_n_tauint[e_name][gapsize::gapsize] - 1)) +326 g_w = np.exp(- np.arange(1, len(tau) + 1) / tau) - tau / np.sqrt(np.arange(1, len(tau) + 1) * e_N) +327 for n in range(1, w_max // gapsize): +328 if g_w[n - 1] < 0 or n >= w_max // gapsize - 1: +329 _compute_drho(gapsize * n) +330 n *= gapsize +331 self.e_tauint[e_name] = self.e_n_tauint[e_name][n] * (1 + (2 * n / gapsize + 1) / e_N) / (1 + 1 / e_N) # Bias correction hep-lat/0306017 eq. (49) +332 self.e_dtauint[e_name] = self.e_n_dtauint[e_name][n] +333 self.e_dvalue[e_name] = np.sqrt(2 * self.e_tauint[e_name] * e_gamma[e_name][0] * (1 + 1 / e_N) / e_N) +334 self.e_ddvalue[e_name] = self.e_dvalue[e_name] * np.sqrt((n / gapsize + 0.5) / e_N) +335 self.e_windowsize[e_name] = n +336 break 337 -338 for e_name in self.cov_names: -339 self.e_dvalue[e_name] = np.sqrt(self.covobs[e_name].errsq()) -340 self.e_ddvalue[e_name] = 0 -341 self._dvalue += self.e_dvalue[e_name]**2 -342 -343 self._dvalue = np.sqrt(self._dvalue) -344 if self._dvalue == 0.0: -345 self.ddvalue = 0.0 -346 else: -347 self.ddvalue = np.sqrt(self.ddvalue) / self._dvalue -348 return -349 -350 gm = gamma_method -351 -352 def _calc_gamma(self, deltas, idx, shape, w_max, fft): -353 """Calculate Gamma_{AA} from the deltas, which are defined on idx. -354 idx is assumed to be a contiguous range (possibly with a stepsize != 1) -355 -356 Parameters -357 ---------- -358 deltas : list -359 List of fluctuations -360 idx : list -361 List or range of configurations on which the deltas are defined. -362 shape : int -363 Number of configurations in idx. -364 w_max : int -365 Upper bound for the summation window. -366 fft : bool -367 determines whether the fft algorithm is used for the computation -368 of the autocorrelation function. -369 """ -370 gamma = np.zeros(w_max) -371 deltas = _expand_deltas(deltas, idx, shape) -372 new_shape = len(deltas) -373 if fft: -374 max_gamma = min(new_shape, w_max) -375 # The padding for the fft has to be even -376 padding = new_shape + max_gamma + (new_shape + max_gamma) % 2 -377 gamma[:max_gamma] += np.fft.irfft(np.abs(np.fft.rfft(deltas, padding)) ** 2)[:max_gamma] -378 else: -379 for n in range(w_max): -380 if new_shape - n >= 0: -381 gamma[n] += deltas[0:new_shape - n].dot(deltas[n:new_shape]) -382 -383 return gamma -384 -385 def details(self, ens_content=True): -386 """Output detailed properties of the Obs. +338 self._dvalue += self.e_dvalue[e_name] ** 2 +339 self.ddvalue += (self.e_dvalue[e_name] * self.e_ddvalue[e_name]) ** 2 +340 +341 for e_name in self.cov_names: +342 self.e_dvalue[e_name] = np.sqrt(self.covobs[e_name].errsq()) +343 self.e_ddvalue[e_name] = 0 +344 self._dvalue += self.e_dvalue[e_name]**2 +345 +346 self._dvalue = np.sqrt(self._dvalue) +347 if self._dvalue == 0.0: +348 self.ddvalue = 0.0 +349 else: +350 self.ddvalue = np.sqrt(self.ddvalue) / self._dvalue +351 return +352 +353 gm = gamma_method +354 +355 def _calc_gamma(self, deltas, idx, shape, w_max, fft): +356 """Calculate Gamma_{AA} from the deltas, which are defined on idx. +357 idx is assumed to be a contiguous range (possibly with a stepsize != 1) +358 +359 Parameters +360 ---------- +361 deltas : list +362 List of fluctuations +363 idx : list +364 List or range of configurations on which the deltas are defined. +365 shape : int +366 Number of configurations in idx. +367 w_max : int +368 Upper bound for the summation window. +369 fft : bool +370 determines whether the fft algorithm is used for the computation +371 of the autocorrelation function. +372 """ +373 gamma = np.zeros(w_max) +374 deltas = _expand_deltas(deltas, idx, shape) +375 new_shape = len(deltas) +376 if fft: +377 max_gamma = min(new_shape, w_max) +378 # The padding for the fft has to be even +379 padding = new_shape + max_gamma + (new_shape + max_gamma) % 2 +380 gamma[:max_gamma] += np.fft.irfft(np.abs(np.fft.rfft(deltas, padding)) ** 2)[:max_gamma] +381 else: +382 for n in range(w_max): +383 if new_shape - n >= 0: +384 gamma[n] += deltas[0:new_shape - n].dot(deltas[n:new_shape]) +385 +386 return gamma 387 -388 Parameters -389 ---------- -390 ens_content : bool -391 print details about the ensembles and replica if true. -392 """ -393 if self.tag is not None: -394 print("Description:", self.tag) -395 if not hasattr(self, 'e_dvalue'): -396 print('Result\t %3.8e' % (self.value)) -397 else: -398 if self.value == 0.0: -399 percentage = np.nan -400 else: -401 percentage = np.abs(self._dvalue / self.value) * 100 -402 print('Result\t %3.8e +/- %3.8e +/- %3.8e (%3.3f%%)' % (self.value, self._dvalue, self.ddvalue, percentage)) -403 if len(self.e_names) > 1: -404 print(' Ensemble errors:') -405 e_content = self.e_content -406 for e_name in self.mc_names: -407 if isinstance(self.idl[e_content[e_name][0]], range): -408 gap = self.idl[e_content[e_name][0]].step -409 else: -410 gap = np.min(np.diff(self.idl[e_content[e_name][0]])) -411 -412 if len(self.e_names) > 1: -413 print('', e_name, '\t %3.6e +/- %3.6e' % (self.e_dvalue[e_name], self.e_ddvalue[e_name])) -414 tau_string = " \N{GREEK SMALL LETTER TAU}_int\t " + _format_uncertainty(self.e_tauint[e_name], self.e_dtauint[e_name]) -415 tau_string += f" in units of {gap} config" -416 if gap > 1: -417 tau_string += "s" -418 if self.tau_exp[e_name] > 0: -419 tau_string = f"{tau_string: <45}" + '\t(\N{GREEK SMALL LETTER TAU}_exp=%3.2f, N_\N{GREEK SMALL LETTER SIGMA}=%1.0i)' % (self.tau_exp[e_name], self.N_sigma[e_name]) -420 else: -421 tau_string = f"{tau_string: <45}" + '\t(S=%3.2f)' % (self.S[e_name]) -422 print(tau_string) -423 for e_name in self.cov_names: -424 print('', e_name, '\t %3.8e' % (self.e_dvalue[e_name])) -425 if ens_content is True: -426 if len(self.e_names) == 1: -427 print(self.N, 'samples in', len(self.e_names), 'ensemble:') -428 else: -429 print(self.N, 'samples in', len(self.e_names), 'ensembles:') -430 my_string_list = [] -431 for key, value in sorted(self.e_content.items()): -432 if key not in self.covobs: -433 my_string = ' ' + "\u00B7 Ensemble '" + key + "' " -434 if len(value) == 1: -435 my_string += f': {self.shape[value[0]]} configurations' -436 if isinstance(self.idl[value[0]], range): -437 my_string += f' (from {self.idl[value[0]].start} to {self.idl[value[0]][-1]}' + int(self.idl[value[0]].step != 1) * f' in steps of {self.idl[value[0]].step}' + ')' -438 else: -439 my_string += f' (irregular range from {self.idl[value[0]][0]} to {self.idl[value[0]][-1]})' -440 else: -441 sublist = [] -442 for v in value: -443 my_substring = ' ' + "\u00B7 Replicum '" + v[len(key) + 1:] + "' " -444 my_substring += f': {self.shape[v]} configurations' -445 if isinstance(self.idl[v], range): -446 my_substring += f' (from {self.idl[v].start} to {self.idl[v][-1]}' + int(self.idl[v].step != 1) * f' in steps of {self.idl[v].step}' + ')' -447 else: -448 my_substring += f' (irregular range from {self.idl[v][0]} to {self.idl[v][-1]})' -449 sublist.append(my_substring) -450 -451 my_string += '\n' + '\n'.join(sublist) -452 else: -453 my_string = ' ' + "\u00B7 Covobs '" + key + "' " -454 my_string_list.append(my_string) -455 print('\n'.join(my_string_list)) -456 -457 def reweight(self, weight): -458 """Reweight the obs with given rewighting factors. +388 def details(self, ens_content=True): +389 """Output detailed properties of the Obs. +390 +391 Parameters +392 ---------- +393 ens_content : bool +394 print details about the ensembles and replica if true. +395 """ +396 if self.tag is not None: +397 print("Description:", self.tag) +398 if not hasattr(self, 'e_dvalue'): +399 print('Result\t %3.8e' % (self.value)) +400 else: +401 if self.value == 0.0: +402 percentage = np.nan +403 else: +404 percentage = np.abs(self._dvalue / self.value) * 100 +405 print('Result\t %3.8e +/- %3.8e +/- %3.8e (%3.3f%%)' % (self.value, self._dvalue, self.ddvalue, percentage)) +406 if len(self.e_names) > 1: +407 print(' Ensemble errors:') +408 e_content = self.e_content +409 for e_name in self.mc_names: +410 if isinstance(self.idl[e_content[e_name][0]], range): +411 gap = self.idl[e_content[e_name][0]].step +412 else: +413 gap = np.min(np.diff(self.idl[e_content[e_name][0]])) +414 +415 if len(self.e_names) > 1: +416 print('', e_name, '\t %3.6e +/- %3.6e' % (self.e_dvalue[e_name], self.e_ddvalue[e_name])) +417 tau_string = " \N{GREEK SMALL LETTER TAU}_int\t " + _format_uncertainty(self.e_tauint[e_name], self.e_dtauint[e_name]) +418 tau_string += f" in units of {gap} config" +419 if gap > 1: +420 tau_string += "s" +421 if self.tau_exp[e_name] > 0: +422 tau_string = f"{tau_string: <45}" + '\t(\N{GREEK SMALL LETTER TAU}_exp=%3.2f, N_\N{GREEK SMALL LETTER SIGMA}=%1.0i)' % (self.tau_exp[e_name], self.N_sigma[e_name]) +423 else: +424 tau_string = f"{tau_string: <45}" + '\t(S=%3.2f)' % (self.S[e_name]) +425 print(tau_string) +426 for e_name in self.cov_names: +427 print('', e_name, '\t %3.8e' % (self.e_dvalue[e_name])) +428 if ens_content is True: +429 if len(self.e_names) == 1: +430 print(self.N, 'samples in', len(self.e_names), 'ensemble:') +431 else: +432 print(self.N, 'samples in', len(self.e_names), 'ensembles:') +433 my_string_list = [] +434 for key, value in sorted(self.e_content.items()): +435 if key not in self.covobs: +436 my_string = ' ' + "\u00B7 Ensemble '" + key + "' " +437 if len(value) == 1: +438 my_string += f': {self.shape[value[0]]} configurations' +439 if isinstance(self.idl[value[0]], range): +440 my_string += f' (from {self.idl[value[0]].start} to {self.idl[value[0]][-1]}' + int(self.idl[value[0]].step != 1) * f' in steps of {self.idl[value[0]].step}' + ')' +441 else: +442 my_string += f' (irregular range from {self.idl[value[0]][0]} to {self.idl[value[0]][-1]})' +443 else: +444 sublist = [] +445 for v in value: +446 my_substring = ' ' + "\u00B7 Replicum '" + v[len(key) + 1:] + "' " +447 my_substring += f': {self.shape[v]} configurations' +448 if isinstance(self.idl[v], range): +449 my_substring += f' (from {self.idl[v].start} to {self.idl[v][-1]}' + int(self.idl[v].step != 1) * f' in steps of {self.idl[v].step}' + ')' +450 else: +451 my_substring += f' (irregular range from {self.idl[v][0]} to {self.idl[v][-1]})' +452 sublist.append(my_substring) +453 +454 my_string += '\n' + '\n'.join(sublist) +455 else: +456 my_string = ' ' + "\u00B7 Covobs '" + key + "' " +457 my_string_list.append(my_string) +458 print('\n'.join(my_string_list)) 459 -460 Parameters -461 ---------- -462 weight : Obs -463 Reweighting factor. An Observable that has to be defined on a superset of the -464 configurations in obs[i].idl for all i. -465 all_configs : bool -466 if True, the reweighted observables are normalized by the average of -467 the reweighting factor on all configurations in weight.idl and not -468 on the configurations in obs[i].idl. Default False. -469 """ -470 return reweight(weight, [self])[0] -471 -472 def is_zero_within_error(self, sigma=1): -473 """Checks whether the observable is zero within 'sigma' standard errors. +460 def reweight(self, weight): +461 """Reweight the obs with given rewighting factors. +462 +463 Parameters +464 ---------- +465 weight : Obs +466 Reweighting factor. An Observable that has to be defined on a superset of the +467 configurations in obs[i].idl for all i. +468 all_configs : bool +469 if True, the reweighted observables are normalized by the average of +470 the reweighting factor on all configurations in weight.idl and not +471 on the configurations in obs[i].idl. Default False. +472 """ +473 return reweight(weight, [self])[0] 474 -475 Parameters -476 ---------- -477 sigma : int -478 Number of standard errors used for the check. -479 -480 Works only properly when the gamma method was run. -481 """ -482 return self.is_zero() or np.abs(self.value) <= sigma * self._dvalue -483 -484 def is_zero(self, atol=1e-10): -485 """Checks whether the observable is zero within a given tolerance. +475 def is_zero_within_error(self, sigma=1): +476 """Checks whether the observable is zero within 'sigma' standard errors. +477 +478 Parameters +479 ---------- +480 sigma : int +481 Number of standard errors used for the check. +482 +483 Works only properly when the gamma method was run. +484 """ +485 return self.is_zero() or np.abs(self.value) <= sigma * self._dvalue 486 -487 Parameters -488 ---------- -489 atol : float -490 Absolute tolerance (for details see numpy documentation). -491 """ -492 return np.isclose(0.0, self.value, 1e-14, atol) and all(np.allclose(0.0, delta, 1e-14, atol) for delta in self.deltas.values()) and all(np.allclose(0.0, delta.errsq(), 1e-14, atol) for delta in self.covobs.values()) -493 -494 def plot_tauint(self, save=None): -495 """Plot integrated autocorrelation time for each ensemble. +487 def is_zero(self, atol=1e-10): +488 """Checks whether the observable is zero within a given tolerance. +489 +490 Parameters +491 ---------- +492 atol : float +493 Absolute tolerance (for details see numpy documentation). +494 """ +495 return np.isclose(0.0, self.value, 1e-14, atol) and all(np.allclose(0.0, delta, 1e-14, atol) for delta in self.deltas.values()) and all(np.allclose(0.0, delta.errsq(), 1e-14, atol) for delta in self.covobs.values()) 496 -497 Parameters -498 ---------- -499 save : str -500 saves the figure to a file named 'save' if. -501 """ -502 if not hasattr(self, 'e_dvalue'): -503 raise Exception('Run the gamma method first.') -504 -505 for e, e_name in enumerate(self.mc_names): -506 fig = plt.figure() -507 plt.xlabel(r'$W$') -508 plt.ylabel(r'$\tau_\mathrm{int}$') -509 length = int(len(self.e_n_tauint[e_name])) -510 if self.tau_exp[e_name] > 0: -511 base = self.e_n_tauint[e_name][self.e_windowsize[e_name]] -512 x_help = np.arange(2 * self.tau_exp[e_name]) -513 y_help = (x_help + 1) * np.abs(self.e_rho[e_name][self.e_windowsize[e_name] + 1]) * (1 - x_help / (2 * (2 * self.tau_exp[e_name] - 1))) + base -514 x_arr = np.arange(self.e_windowsize[e_name] + 1, self.e_windowsize[e_name] + 1 + 2 * self.tau_exp[e_name]) -515 plt.plot(x_arr, y_help, 'C' + str(e), linewidth=1, ls='--', marker=',') -516 plt.errorbar([self.e_windowsize[e_name] + 2 * self.tau_exp[e_name]], [self.e_tauint[e_name]], -517 yerr=[self.e_dtauint[e_name]], fmt='C' + str(e), linewidth=1, capsize=2, marker='o', mfc=plt.rcParams['axes.facecolor']) -518 xmax = self.e_windowsize[e_name] + 2 * self.tau_exp[e_name] + 1.5 -519 label = e_name + r', $\tau_\mathrm{exp}$=' + str(np.around(self.tau_exp[e_name], decimals=2)) -520 else: -521 label = e_name + ', S=' + str(np.around(self.S[e_name], decimals=2)) -522 xmax = max(10.5, 2 * self.e_windowsize[e_name] - 0.5) -523 -524 plt.errorbar(np.arange(length)[:int(xmax) + 1], self.e_n_tauint[e_name][:int(xmax) + 1], yerr=self.e_n_dtauint[e_name][:int(xmax) + 1], linewidth=1, capsize=2, label=label) -525 plt.axvline(x=self.e_windowsize[e_name], color='C' + str(e), alpha=0.5, marker=',', ls='--') -526 plt.legend() -527 plt.xlim(-0.5, xmax) -528 ylim = plt.ylim() -529 plt.ylim(bottom=0.0, top=max(1.0, ylim[1])) -530 plt.draw() -531 if save: -532 fig.savefig(save + "_" + str(e)) -533 -534 def plot_rho(self, save=None): -535 """Plot normalized autocorrelation function time for each ensemble. +497 def plot_tauint(self, save=None): +498 """Plot integrated autocorrelation time for each ensemble. +499 +500 Parameters +501 ---------- +502 save : str +503 saves the figure to a file named 'save' if. +504 """ +505 if not hasattr(self, 'e_dvalue'): +506 raise Exception('Run the gamma method first.') +507 +508 for e, e_name in enumerate(self.mc_names): +509 fig = plt.figure() +510 plt.xlabel(r'$W$') +511 plt.ylabel(r'$\tau_\mathrm{int}$') +512 length = int(len(self.e_n_tauint[e_name])) +513 if self.tau_exp[e_name] > 0: +514 base = self.e_n_tauint[e_name][self.e_windowsize[e_name]] +515 x_help = np.arange(2 * self.tau_exp[e_name]) +516 y_help = (x_help + 1) * np.abs(self.e_rho[e_name][self.e_windowsize[e_name] + 1]) * (1 - x_help / (2 * (2 * self.tau_exp[e_name] - 1))) + base +517 x_arr = np.arange(self.e_windowsize[e_name] + 1, self.e_windowsize[e_name] + 1 + 2 * self.tau_exp[e_name]) +518 plt.plot(x_arr, y_help, 'C' + str(e), linewidth=1, ls='--', marker=',') +519 plt.errorbar([self.e_windowsize[e_name] + 2 * self.tau_exp[e_name]], [self.e_tauint[e_name]], +520 yerr=[self.e_dtauint[e_name]], fmt='C' + str(e), linewidth=1, capsize=2, marker='o', mfc=plt.rcParams['axes.facecolor']) +521 xmax = self.e_windowsize[e_name] + 2 * self.tau_exp[e_name] + 1.5 +522 label = e_name + r', $\tau_\mathrm{exp}$=' + str(np.around(self.tau_exp[e_name], decimals=2)) +523 else: +524 label = e_name + ', S=' + str(np.around(self.S[e_name], decimals=2)) +525 xmax = max(10.5, 2 * self.e_windowsize[e_name] - 0.5) +526 +527 plt.errorbar(np.arange(length)[:int(xmax) + 1], self.e_n_tauint[e_name][:int(xmax) + 1], yerr=self.e_n_dtauint[e_name][:int(xmax) + 1], linewidth=1, capsize=2, label=label) +528 plt.axvline(x=self.e_windowsize[e_name], color='C' + str(e), alpha=0.5, marker=',', ls='--') +529 plt.legend() +530 plt.xlim(-0.5, xmax) +531 ylim = plt.ylim() +532 plt.ylim(bottom=0.0, top=max(1.0, ylim[1])) +533 plt.draw() +534 if save: +535 fig.savefig(save + "_" + str(e)) 536 -537 Parameters -538 ---------- -539 save : str -540 saves the figure to a file named 'save' if. -541 """ -542 if not hasattr(self, 'e_dvalue'): -543 raise Exception('Run the gamma method first.') -544 for e, e_name in enumerate(self.mc_names): -545 fig = plt.figure() -546 plt.xlabel('W') -547 plt.ylabel('rho') -548 length = int(len(self.e_drho[e_name])) -549 plt.errorbar(np.arange(length), self.e_rho[e_name][:length], yerr=self.e_drho[e_name][:], linewidth=1, capsize=2) -550 plt.axvline(x=self.e_windowsize[e_name], color='r', alpha=0.25, ls='--', marker=',') -551 if self.tau_exp[e_name] > 0: -552 plt.plot([self.e_windowsize[e_name] + 1, self.e_windowsize[e_name] + 1 + 2 * self.tau_exp[e_name]], -553 [self.e_rho[e_name][self.e_windowsize[e_name] + 1], 0], 'k-', lw=1) -554 xmax = self.e_windowsize[e_name] + 2 * self.tau_exp[e_name] + 1.5 -555 plt.title('Rho ' + e_name + r', tau\_exp=' + str(np.around(self.tau_exp[e_name], decimals=2))) -556 else: -557 xmax = max(10.5, 2 * self.e_windowsize[e_name] - 0.5) -558 plt.title('Rho ' + e_name + ', S=' + str(np.around(self.S[e_name], decimals=2))) -559 plt.plot([-0.5, xmax], [0, 0], 'k--', lw=1) -560 plt.xlim(-0.5, xmax) -561 plt.draw() -562 if save: -563 fig.savefig(save + "_" + str(e)) -564 -565 def plot_rep_dist(self): -566 """Plot replica distribution for each ensemble with more than one replicum.""" -567 if not hasattr(self, 'e_dvalue'): -568 raise Exception('Run the gamma method first.') -569 for e, e_name in enumerate(self.mc_names): -570 if len(self.e_content[e_name]) == 1: -571 print('No replica distribution for a single replicum (', e_name, ')') -572 continue -573 r_length = [] -574 sub_r_mean = 0 -575 for r, r_name in enumerate(self.e_content[e_name]): -576 r_length.append(len(self.deltas[r_name])) -577 sub_r_mean += self.shape[r_name] * self.r_values[r_name] -578 e_N = np.sum(r_length) -579 sub_r_mean /= e_N -580 arr = np.zeros(len(self.e_content[e_name])) -581 for r, r_name in enumerate(self.e_content[e_name]): -582 arr[r] = (self.r_values[r_name] - sub_r_mean) / (self.e_dvalue[e_name] * np.sqrt(e_N / self.shape[r_name] - 1)) -583 plt.hist(arr, rwidth=0.8, bins=len(self.e_content[e_name])) -584 plt.title('Replica distribution' + e_name + ' (mean=0, var=1)') -585 plt.draw() -586 -587 def plot_history(self, expand=True): -588 """Plot derived Monte Carlo history for each ensemble +537 def plot_rho(self, save=None): +538 """Plot normalized autocorrelation function time for each ensemble. +539 +540 Parameters +541 ---------- +542 save : str +543 saves the figure to a file named 'save' if. +544 """ +545 if not hasattr(self, 'e_dvalue'): +546 raise Exception('Run the gamma method first.') +547 for e, e_name in enumerate(self.mc_names): +548 fig = plt.figure() +549 plt.xlabel('W') +550 plt.ylabel('rho') +551 length = int(len(self.e_drho[e_name])) +552 plt.errorbar(np.arange(length), self.e_rho[e_name][:length], yerr=self.e_drho[e_name][:], linewidth=1, capsize=2) +553 plt.axvline(x=self.e_windowsize[e_name], color='r', alpha=0.25, ls='--', marker=',') +554 if self.tau_exp[e_name] > 0: +555 plt.plot([self.e_windowsize[e_name] + 1, self.e_windowsize[e_name] + 1 + 2 * self.tau_exp[e_name]], +556 [self.e_rho[e_name][self.e_windowsize[e_name] + 1], 0], 'k-', lw=1) +557 xmax = self.e_windowsize[e_name] + 2 * self.tau_exp[e_name] + 1.5 +558 plt.title('Rho ' + e_name + r', tau\_exp=' + str(np.around(self.tau_exp[e_name], decimals=2))) +559 else: +560 xmax = max(10.5, 2 * self.e_windowsize[e_name] - 0.5) +561 plt.title('Rho ' + e_name + ', S=' + str(np.around(self.S[e_name], decimals=2))) +562 plt.plot([-0.5, xmax], [0, 0], 'k--', lw=1) +563 plt.xlim(-0.5, xmax) +564 plt.draw() +565 if save: +566 fig.savefig(save + "_" + str(e)) +567 +568 def plot_rep_dist(self): +569 """Plot replica distribution for each ensemble with more than one replicum.""" +570 if not hasattr(self, 'e_dvalue'): +571 raise Exception('Run the gamma method first.') +572 for e, e_name in enumerate(self.mc_names): +573 if len(self.e_content[e_name]) == 1: +574 print('No replica distribution for a single replicum (', e_name, ')') +575 continue +576 r_length = [] +577 sub_r_mean = 0 +578 for r, r_name in enumerate(self.e_content[e_name]): +579 r_length.append(len(self.deltas[r_name])) +580 sub_r_mean += self.shape[r_name] * self.r_values[r_name] +581 e_N = np.sum(r_length) +582 sub_r_mean /= e_N +583 arr = np.zeros(len(self.e_content[e_name])) +584 for r, r_name in enumerate(self.e_content[e_name]): +585 arr[r] = (self.r_values[r_name] - sub_r_mean) / (self.e_dvalue[e_name] * np.sqrt(e_N / self.shape[r_name] - 1)) +586 plt.hist(arr, rwidth=0.8, bins=len(self.e_content[e_name])) +587 plt.title('Replica distribution' + e_name + ' (mean=0, var=1)') +588 plt.draw() 589 -590 Parameters -591 ---------- -592 expand : bool -593 show expanded history for irregular Monte Carlo chains (default: True). -594 """ -595 for e, e_name in enumerate(self.mc_names): -596 plt.figure() -597 r_length = [] -598 tmp = [] -599 tmp_expanded = [] -600 for r, r_name in enumerate(self.e_content[e_name]): -601 tmp.append(self.deltas[r_name] + self.r_values[r_name]) -602 if expand: -603 tmp_expanded.append(_expand_deltas(self.deltas[r_name], list(self.idl[r_name]), self.shape[r_name]) + self.r_values[r_name]) -604 r_length.append(len(tmp_expanded[-1])) -605 else: -606 r_length.append(len(tmp[-1])) -607 e_N = np.sum(r_length) -608 x = np.arange(e_N) -609 y_test = np.concatenate(tmp, axis=0) -610 if expand: -611 y = np.concatenate(tmp_expanded, axis=0) -612 else: -613 y = y_test -614 plt.errorbar(x, y, fmt='.', markersize=3) -615 plt.xlim(-0.5, e_N - 0.5) -616 plt.title(e_name + f'\nskew: {skew(y_test):.3f} (p={skewtest(y_test).pvalue:.3f}), kurtosis: {kurtosis(y_test):.3f} (p={kurtosistest(y_test).pvalue:.3f})') -617 plt.draw() -618 -619 def plot_piechart(self, save=None): -620 """Plot piechart which shows the fractional contribution of each -621 ensemble to the error and returns a dictionary containing the fractions. -622 -623 Parameters -624 ---------- -625 save : str -626 saves the figure to a file named 'save' if. -627 """ -628 if not hasattr(self, 'e_dvalue'): -629 raise Exception('Run the gamma method first.') -630 if np.isclose(0.0, self._dvalue, atol=1e-15): -631 raise Exception('Error is 0.0') -632 labels = self.e_names -633 sizes = [self.e_dvalue[name] ** 2 for name in labels] / self._dvalue ** 2 -634 fig1, ax1 = plt.subplots() -635 ax1.pie(sizes, labels=labels, startangle=90, normalize=True) -636 ax1.axis('equal') -637 plt.draw() -638 if save: -639 fig1.savefig(save) -640 -641 return dict(zip(self.e_names, sizes)) -642 -643 def dump(self, filename, datatype="json.gz", description="", **kwargs): -644 """Dump the Obs to a file 'name' of chosen format. +590 def plot_history(self, expand=True): +591 """Plot derived Monte Carlo history for each ensemble +592 +593 Parameters +594 ---------- +595 expand : bool +596 show expanded history for irregular Monte Carlo chains (default: True). +597 """ +598 for e, e_name in enumerate(self.mc_names): +599 plt.figure() +600 r_length = [] +601 tmp = [] +602 tmp_expanded = [] +603 for r, r_name in enumerate(self.e_content[e_name]): +604 tmp.append(self.deltas[r_name] + self.r_values[r_name]) +605 if expand: +606 tmp_expanded.append(_expand_deltas(self.deltas[r_name], list(self.idl[r_name]), self.shape[r_name]) + self.r_values[r_name]) +607 r_length.append(len(tmp_expanded[-1])) +608 else: +609 r_length.append(len(tmp[-1])) +610 e_N = np.sum(r_length) +611 x = np.arange(e_N) +612 y_test = np.concatenate(tmp, axis=0) +613 if expand: +614 y = np.concatenate(tmp_expanded, axis=0) +615 else: +616 y = y_test +617 plt.errorbar(x, y, fmt='.', markersize=3) +618 plt.xlim(-0.5, e_N - 0.5) +619 plt.title(e_name + f'\nskew: {skew(y_test):.3f} (p={skewtest(y_test).pvalue:.3f}), kurtosis: {kurtosis(y_test):.3f} (p={kurtosistest(y_test).pvalue:.3f})') +620 plt.draw() +621 +622 def plot_piechart(self, save=None): +623 """Plot piechart which shows the fractional contribution of each +624 ensemble to the error and returns a dictionary containing the fractions. +625 +626 Parameters +627 ---------- +628 save : str +629 saves the figure to a file named 'save' if. +630 """ +631 if not hasattr(self, 'e_dvalue'): +632 raise Exception('Run the gamma method first.') +633 if np.isclose(0.0, self._dvalue, atol=1e-15): +634 raise Exception('Error is 0.0') +635 labels = self.e_names +636 sizes = [self.e_dvalue[name] ** 2 for name in labels] / self._dvalue ** 2 +637 fig1, ax1 = plt.subplots() +638 ax1.pie(sizes, labels=labels, startangle=90, normalize=True) +639 ax1.axis('equal') +640 plt.draw() +641 if save: +642 fig1.savefig(save) +643 +644 return dict(zip(self.e_names, sizes)) 645 -646 Parameters -647 ---------- -648 filename : str -649 name of the file to be saved. -650 datatype : str -651 Format of the exported file. Supported formats include -652 "json.gz" and "pickle" -653 description : str -654 Description for output file, only relevant for json.gz format. -655 path : str -656 specifies a custom path for the file (default '.') -657 """ -658 if 'path' in kwargs: -659 file_name = kwargs.get('path') + '/' + filename -660 else: -661 file_name = filename -662 -663 if datatype == "json.gz": -664 from .input.json import dump_to_json -665 dump_to_json([self], file_name, description=description) -666 elif datatype == "pickle": -667 with open(file_name + '.p', 'wb') as fb: -668 pickle.dump(self, fb) -669 else: -670 raise Exception("Unknown datatype " + str(datatype)) -671 -672 def export_jackknife(self): -673 """Export jackknife samples from the Obs +646 def dump(self, filename, datatype="json.gz", description="", **kwargs): +647 """Dump the Obs to a file 'name' of chosen format. +648 +649 Parameters +650 ---------- +651 filename : str +652 name of the file to be saved. +653 datatype : str +654 Format of the exported file. Supported formats include +655 "json.gz" and "pickle" +656 description : str +657 Description for output file, only relevant for json.gz format. +658 path : str +659 specifies a custom path for the file (default '.') +660 """ +661 if 'path' in kwargs: +662 file_name = kwargs.get('path') + '/' + filename +663 else: +664 file_name = filename +665 +666 if datatype == "json.gz": +667 from .input.json import dump_to_json +668 dump_to_json([self], file_name, description=description) +669 elif datatype == "pickle": +670 with open(file_name + '.p', 'wb') as fb: +671 pickle.dump(self, fb) +672 else: +673 raise Exception("Unknown datatype " + str(datatype)) 674 -675 Returns -676 ------- -677 numpy.ndarray -678 Returns a numpy array of length N + 1 where N is the number of samples -679 for the given ensemble and replicum. The zeroth entry of the array contains -680 the mean value of the Obs, entries 1 to N contain the N jackknife samples -681 derived from the Obs. The current implementation only works for observables -682 defined on exactly one ensemble and replicum. The derived jackknife samples -683 should agree with samples from a full jackknife analysis up to O(1/N). -684 """ -685 -686 if len(self.names) != 1: -687 raise Exception("'export_jackknife' is only implemented for Obs defined on one ensemble and replicum.") +675 def export_jackknife(self): +676 """Export jackknife samples from the Obs +677 +678 Returns +679 ------- +680 numpy.ndarray +681 Returns a numpy array of length N + 1 where N is the number of samples +682 for the given ensemble and replicum. The zeroth entry of the array contains +683 the mean value of the Obs, entries 1 to N contain the N jackknife samples +684 derived from the Obs. The current implementation only works for observables +685 defined on exactly one ensemble and replicum. The derived jackknife samples +686 should agree with samples from a full jackknife analysis up to O(1/N). +687 """ 688 -689 name = self.names[0] -690 full_data = self.deltas[name] + self.r_values[name] -691 n = full_data.size -692 mean = self.value -693 tmp_jacks = np.zeros(n + 1) -694 tmp_jacks[0] = mean -695 tmp_jacks[1:] = (n * mean - full_data) / (n - 1) -696 return tmp_jacks -697 -698 def __float__(self): -699 return float(self.value) +689 if len(self.names) != 1: +690 raise Exception("'export_jackknife' is only implemented for Obs defined on one ensemble and replicum.") +691 +692 name = self.names[0] +693 full_data = self.deltas[name] + self.r_values[name] +694 n = full_data.size +695 mean = self.value +696 tmp_jacks = np.zeros(n + 1) +697 tmp_jacks[0] = mean +698 tmp_jacks[1:] = (n * mean - full_data) / (n - 1) +699 return tmp_jacks 700 -701 def __repr__(self): -702 return 'Obs[' + str(self) + ']' +701 def __float__(self): +702 return float(self.value) 703 -704 def __str__(self): -705 return _format_uncertainty(self.value, self._dvalue) +704 def __repr__(self): +705 return 'Obs[' + str(self) + ']' 706 -707 def __hash__(self): -708 hash_tuple = (np.array([self.value]).astype(np.float32).data.tobytes(),) -709 hash_tuple += tuple([o.astype(np.float32).data.tobytes() for o in self.deltas.values()]) -710 hash_tuple += tuple([np.array([o.errsq()]).astype(np.float32).data.tobytes() for o in self.covobs.values()]) -711 hash_tuple += tuple([o.encode() for o in self.names]) -712 m = hashlib.md5() -713 [m.update(o) for o in hash_tuple] -714 return int(m.hexdigest(), 16) & 0xFFFFFFFF -715 -716 # Overload comparisons -717 def __lt__(self, other): -718 return self.value < other -719 -720 def __le__(self, other): -721 return self.value <= other +707 def __str__(self): +708 return _format_uncertainty(self.value, self._dvalue) +709 +710 def __hash__(self): +711 hash_tuple = (np.array([self.value]).astype(np.float32).data.tobytes(),) +712 hash_tuple += tuple([o.astype(np.float32).data.tobytes() for o in self.deltas.values()]) +713 hash_tuple += tuple([np.array([o.errsq()]).astype(np.float32).data.tobytes() for o in self.covobs.values()]) +714 hash_tuple += tuple([o.encode() for o in self.names]) +715 m = hashlib.md5() +716 [m.update(o) for o in hash_tuple] +717 return int(m.hexdigest(), 16) & 0xFFFFFFFF +718 +719 # Overload comparisons +720 def __lt__(self, other): +721 return self.value < other 722 -723 def __gt__(self, other): -724 return self.value > other +723 def __le__(self, other): +724 return self.value <= other 725 -726 def __ge__(self, other): -727 return self.value >= other +726 def __gt__(self, other): +727 return self.value > other 728 -729 def __eq__(self, other): -730 return (self - other).is_zero() +729 def __ge__(self, other): +730 return self.value >= other 731 -732 def __ne__(self, other): -733 return not (self - other).is_zero() +732 def __eq__(self, other): +733 return (self - other).is_zero() 734 -735 # Overload math operations -736 def __add__(self, y): -737 if isinstance(y, Obs): -738 return derived_observable(lambda x, **kwargs: x[0] + x[1], [self, y], man_grad=[1, 1]) -739 else: -740 if isinstance(y, np.ndarray): -741 return np.array([self + o for o in y]) -742 elif y.__class__.__name__ in ['Corr', 'CObs']: -743 return NotImplemented -744 else: -745 return derived_observable(lambda x, **kwargs: x[0] + y, [self], man_grad=[1]) -746 -747 def __radd__(self, y): -748 return self + y +735 def __ne__(self, other): +736 return not (self - other).is_zero() +737 +738 # Overload math operations +739 def __add__(self, y): +740 if isinstance(y, Obs): +741 return derived_observable(lambda x, **kwargs: x[0] + x[1], [self, y], man_grad=[1, 1]) +742 else: +743 if isinstance(y, np.ndarray): +744 return np.array([self + o for o in y]) +745 elif y.__class__.__name__ in ['Corr', 'CObs']: +746 return NotImplemented +747 else: +748 return derived_observable(lambda x, **kwargs: x[0] + y, [self], man_grad=[1]) 749 -750 def __mul__(self, y): -751 if isinstance(y, Obs): -752 return derived_observable(lambda x, **kwargs: x[0] * x[1], [self, y], man_grad=[y.value, self.value]) -753 else: -754 if isinstance(y, np.ndarray): -755 return np.array([self * o for o in y]) -756 elif isinstance(y, complex): -757 return CObs(self * y.real, self * y.imag) -758 elif y.__class__.__name__ in ['Corr', 'CObs']: -759 return NotImplemented -760 else: -761 return derived_observable(lambda x, **kwargs: x[0] * y, [self], man_grad=[y]) -762 -763 def __rmul__(self, y): -764 return self * y +750 def __radd__(self, y): +751 return self + y +752 +753 def __mul__(self, y): +754 if isinstance(y, Obs): +755 return derived_observable(lambda x, **kwargs: x[0] * x[1], [self, y], man_grad=[y.value, self.value]) +756 else: +757 if isinstance(y, np.ndarray): +758 return np.array([self * o for o in y]) +759 elif isinstance(y, complex): +760 return CObs(self * y.real, self * y.imag) +761 elif y.__class__.__name__ in ['Corr', 'CObs']: +762 return NotImplemented +763 else: +764 return derived_observable(lambda x, **kwargs: x[0] * y, [self], man_grad=[y]) 765 -766 def __sub__(self, y): -767 if isinstance(y, Obs): -768 return derived_observable(lambda x, **kwargs: x[0] - x[1], [self, y], man_grad=[1, -1]) -769 else: -770 if isinstance(y, np.ndarray): -771 return np.array([self - o for o in y]) -772 elif y.__class__.__name__ in ['Corr', 'CObs']: -773 return NotImplemented -774 else: -775 return derived_observable(lambda x, **kwargs: x[0] - y, [self], man_grad=[1]) -776 -777 def __rsub__(self, y): -778 return -1 * (self - y) +766 def __rmul__(self, y): +767 return self * y +768 +769 def __sub__(self, y): +770 if isinstance(y, Obs): +771 return derived_observable(lambda x, **kwargs: x[0] - x[1], [self, y], man_grad=[1, -1]) +772 else: +773 if isinstance(y, np.ndarray): +774 return np.array([self - o for o in y]) +775 elif y.__class__.__name__ in ['Corr', 'CObs']: +776 return NotImplemented +777 else: +778 return derived_observable(lambda x, **kwargs: x[0] - y, [self], man_grad=[1]) 779 -780 def __pos__(self): -781 return self +780 def __rsub__(self, y): +781 return -1 * (self - y) 782 -783 def __neg__(self): -784 return -1 * self +783 def __pos__(self): +784 return self 785 -786 def __truediv__(self, y): -787 if isinstance(y, Obs): -788 return derived_observable(lambda x, **kwargs: x[0] / x[1], [self, y], man_grad=[1 / y.value, - self.value / y.value ** 2]) -789 else: -790 if isinstance(y, np.ndarray): -791 return np.array([self / o for o in y]) -792 elif y.__class__.__name__ in ['Corr', 'CObs']: -793 return NotImplemented -794 else: -795 return derived_observable(lambda x, **kwargs: x[0] / y, [self], man_grad=[1 / y]) -796 -797 def __rtruediv__(self, y): -798 if isinstance(y, Obs): -799 return derived_observable(lambda x, **kwargs: x[0] / x[1], [y, self], man_grad=[1 / self.value, - y.value / self.value ** 2]) -800 else: -801 if isinstance(y, np.ndarray): -802 return np.array([o / self for o in y]) -803 elif y.__class__.__name__ in ['Corr', 'CObs']: -804 return NotImplemented -805 else: -806 return derived_observable(lambda x, **kwargs: y / x[0], [self], man_grad=[-y / self.value ** 2]) -807 -808 def __pow__(self, y): -809 if isinstance(y, Obs): -810 return derived_observable(lambda x: x[0] ** x[1], [self, y]) -811 else: -812 return derived_observable(lambda x: x[0] ** y, [self]) -813 -814 def __rpow__(self, y): -815 if isinstance(y, Obs): -816 return derived_observable(lambda x: x[0] ** x[1], [y, self]) -817 else: -818 return derived_observable(lambda x: y ** x[0], [self]) -819 -820 def __abs__(self): -821 return derived_observable(lambda x: anp.abs(x[0]), [self]) +786 def __neg__(self): +787 return -1 * self +788 +789 def __truediv__(self, y): +790 if isinstance(y, Obs): +791 return derived_observable(lambda x, **kwargs: x[0] / x[1], [self, y], man_grad=[1 / y.value, - self.value / y.value ** 2]) +792 else: +793 if isinstance(y, np.ndarray): +794 return np.array([self / o for o in y]) +795 elif y.__class__.__name__ in ['Corr', 'CObs']: +796 return NotImplemented +797 else: +798 return derived_observable(lambda x, **kwargs: x[0] / y, [self], man_grad=[1 / y]) +799 +800 def __rtruediv__(self, y): +801 if isinstance(y, Obs): +802 return derived_observable(lambda x, **kwargs: x[0] / x[1], [y, self], man_grad=[1 / self.value, - y.value / self.value ** 2]) +803 else: +804 if isinstance(y, np.ndarray): +805 return np.array([o / self for o in y]) +806 elif y.__class__.__name__ in ['Corr', 'CObs']: +807 return NotImplemented +808 else: +809 return derived_observable(lambda x, **kwargs: y / x[0], [self], man_grad=[-y / self.value ** 2]) +810 +811 def __pow__(self, y): +812 if isinstance(y, Obs): +813 return derived_observable(lambda x: x[0] ** x[1], [self, y]) +814 else: +815 return derived_observable(lambda x: x[0] ** y, [self]) +816 +817 def __rpow__(self, y): +818 if isinstance(y, Obs): +819 return derived_observable(lambda x: x[0] ** x[1], [y, self]) +820 else: +821 return derived_observable(lambda x: y ** x[0], [self]) 822 -823 # Overload numpy functions -824 def sqrt(self): -825 return derived_observable(lambda x, **kwargs: np.sqrt(x[0]), [self], man_grad=[1 / 2 / np.sqrt(self.value)]) -826 -827 def log(self): -828 return derived_observable(lambda x, **kwargs: np.log(x[0]), [self], man_grad=[1 / self.value]) +823 def __abs__(self): +824 return derived_observable(lambda x: anp.abs(x[0]), [self]) +825 +826 # Overload numpy functions +827 def sqrt(self): +828 return derived_observable(lambda x, **kwargs: np.sqrt(x[0]), [self], man_grad=[1 / 2 / np.sqrt(self.value)]) 829 -830 def exp(self): -831 return derived_observable(lambda x, **kwargs: np.exp(x[0]), [self], man_grad=[np.exp(self.value)]) +830 def log(self): +831 return derived_observable(lambda x, **kwargs: np.log(x[0]), [self], man_grad=[1 / self.value]) 832 -833 def sin(self): -834 return derived_observable(lambda x, **kwargs: np.sin(x[0]), [self], man_grad=[np.cos(self.value)]) +833 def exp(self): +834 return derived_observable(lambda x, **kwargs: np.exp(x[0]), [self], man_grad=[np.exp(self.value)]) 835 -836 def cos(self): -837 return derived_observable(lambda x, **kwargs: np.cos(x[0]), [self], man_grad=[-np.sin(self.value)]) +836 def sin(self): +837 return derived_observable(lambda x, **kwargs: np.sin(x[0]), [self], man_grad=[np.cos(self.value)]) 838 -839 def tan(self): -840 return derived_observable(lambda x, **kwargs: np.tan(x[0]), [self], man_grad=[1 / np.cos(self.value) ** 2]) +839 def cos(self): +840 return derived_observable(lambda x, **kwargs: np.cos(x[0]), [self], man_grad=[-np.sin(self.value)]) 841 -842 def arcsin(self): -843 return derived_observable(lambda x: anp.arcsin(x[0]), [self]) +842 def tan(self): +843 return derived_observable(lambda x, **kwargs: np.tan(x[0]), [self], man_grad=[1 / np.cos(self.value) ** 2]) 844 -845 def arccos(self): -846 return derived_observable(lambda x: anp.arccos(x[0]), [self]) +845 def arcsin(self): +846 return derived_observable(lambda x: anp.arcsin(x[0]), [self]) 847 -848 def arctan(self): -849 return derived_observable(lambda x: anp.arctan(x[0]), [self]) +848 def arccos(self): +849 return derived_observable(lambda x: anp.arccos(x[0]), [self]) 850 -851 def sinh(self): -852 return derived_observable(lambda x, **kwargs: np.sinh(x[0]), [self], man_grad=[np.cosh(self.value)]) +851 def arctan(self): +852 return derived_observable(lambda x: anp.arctan(x[0]), [self]) 853 -854 def cosh(self): -855 return derived_observable(lambda x, **kwargs: np.cosh(x[0]), [self], man_grad=[np.sinh(self.value)]) +854 def sinh(self): +855 return derived_observable(lambda x, **kwargs: np.sinh(x[0]), [self], man_grad=[np.cosh(self.value)]) 856 -857 def tanh(self): -858 return derived_observable(lambda x, **kwargs: np.tanh(x[0]), [self], man_grad=[1 / np.cosh(self.value) ** 2]) +857 def cosh(self): +858 return derived_observable(lambda x, **kwargs: np.cosh(x[0]), [self], man_grad=[np.sinh(self.value)]) 859 -860 def arcsinh(self): -861 return derived_observable(lambda x: anp.arcsinh(x[0]), [self]) +860 def tanh(self): +861 return derived_observable(lambda x, **kwargs: np.tanh(x[0]), [self], man_grad=[1 / np.cosh(self.value) ** 2]) 862 -863 def arccosh(self): -864 return derived_observable(lambda x: anp.arccosh(x[0]), [self]) +863 def arcsinh(self): +864 return derived_observable(lambda x: anp.arcsinh(x[0]), [self]) 865 -866 def arctanh(self): -867 return derived_observable(lambda x: anp.arctanh(x[0]), [self]) +866 def arccosh(self): +867 return derived_observable(lambda x: anp.arccosh(x[0]), [self]) +868 +869 def arctanh(self): +870 return derived_observable(lambda x: anp.arctanh(x[0]), [self]) @@ -2968,62 +2974,65 @@ list of ranges or lists on which the samples are defined 290 self.e_n_dtauint[e_name][0] = 0.0 291 292 def _compute_drho(i): -293 tmp = self.e_rho[e_name][i + 1:w_max] + np.concatenate([self.e_rho[e_name][i - 1::-1], self.e_rho[e_name][1:w_max - 2 * i]]) - 2 * self.e_rho[e_name][i] * self.e_rho[e_name][1:w_max - i] -294 self.e_drho[e_name][i] = np.sqrt(np.sum(tmp ** 2) / e_N) -295 -296 if self.tau_exp[e_name] > 0: -297 _compute_drho(gapsize) -298 texp = self.tau_exp[e_name] -299 # Critical slowing down analysis -300 if w_max // 2 <= 1: -301 raise Exception("Need at least 8 samples for tau_exp error analysis") -302 for n in range(gapsize, w_max // 2, gapsize): -303 _compute_drho(n + gapsize) -304 if (self.e_rho[e_name][n] - self.N_sigma[e_name] * self.e_drho[e_name][n]) < 0 or n >= w_max // 2 - 2: -305 # Bias correction hep-lat/0306017 eq. (49) included -306 self.e_tauint[e_name] = self.e_n_tauint[e_name][n] * (1 + (2 * n / gapsize + 1) / e_N) / (1 + 1 / e_N) + texp * np.abs(self.e_rho[e_name][n + 1]) # The absolute makes sure, that the tail contribution is always positive -307 self.e_dtauint[e_name] = np.sqrt(self.e_n_dtauint[e_name][n] ** 2 + texp ** 2 * self.e_drho[e_name][n + 1] ** 2) -308 # Error of tau_exp neglected so far, missing term: self.e_rho[e_name][n + 1] ** 2 * d_tau_exp ** 2 -309 self.e_dvalue[e_name] = np.sqrt(2 * self.e_tauint[e_name] * e_gamma[e_name][0] * (1 + 1 / e_N) / e_N) -310 self.e_ddvalue[e_name] = self.e_dvalue[e_name] * np.sqrt((n / gapsize + 0.5) / e_N) -311 self.e_windowsize[e_name] = n -312 break -313 else: -314 if self.S[e_name] == 0.0: -315 self.e_tauint[e_name] = 0.5 -316 self.e_dtauint[e_name] = 0.0 -317 self.e_dvalue[e_name] = np.sqrt(e_gamma[e_name][0] / (e_N - 1)) -318 self.e_ddvalue[e_name] = self.e_dvalue[e_name] * np.sqrt(0.5 / e_N) -319 self.e_windowsize[e_name] = 0 -320 else: -321 # Standard automatic windowing procedure -322 tau = self.S[e_name] / np.log((2 * self.e_n_tauint[e_name][gapsize::gapsize] + 1) / (2 * self.e_n_tauint[e_name][gapsize::gapsize] - 1)) -323 g_w = np.exp(- np.arange(1, len(tau) + 1) / tau) - tau / np.sqrt(np.arange(1, len(tau) + 1) * e_N) -324 for n in range(1, w_max): -325 if g_w[n - 1] < 0 or n >= w_max - 1: -326 _compute_drho(gapsize * n) -327 n *= gapsize -328 self.e_tauint[e_name] = self.e_n_tauint[e_name][n] * (1 + (2 * n / gapsize + 1) / e_N) / (1 + 1 / e_N) # Bias correction hep-lat/0306017 eq. (49) -329 self.e_dtauint[e_name] = self.e_n_dtauint[e_name][n] -330 self.e_dvalue[e_name] = np.sqrt(2 * self.e_tauint[e_name] * e_gamma[e_name][0] * (1 + 1 / e_N) / e_N) -331 self.e_ddvalue[e_name] = self.e_dvalue[e_name] * np.sqrt((n / gapsize + 0.5) / e_N) -332 self.e_windowsize[e_name] = n -333 break -334 -335 self._dvalue += self.e_dvalue[e_name] ** 2 -336 self.ddvalue += (self.e_dvalue[e_name] * self.e_ddvalue[e_name]) ** 2 +293 tmp = (self.e_rho[e_name][i + 1:w_max] +294 + np.concatenate([self.e_rho[e_name][i - 1:None if i - w_max // 2 < 0 else 2 * (i - w_max // 2):-1], +295 self.e_rho[e_name][1:max(1, w_max - 2 * i)]]) +296 - 2 * self.e_rho[e_name][i] * self.e_rho[e_name][1:w_max - i]) +297 self.e_drho[e_name][i] = np.sqrt(np.sum(tmp ** 2) / e_N) +298 +299 if self.tau_exp[e_name] > 0: +300 _compute_drho(gapsize) +301 texp = self.tau_exp[e_name] +302 # Critical slowing down analysis +303 if w_max // 2 <= 1: +304 raise Exception("Need at least 8 samples for tau_exp error analysis") +305 for n in range(gapsize, w_max // 2, gapsize): +306 _compute_drho(n + gapsize) +307 if (self.e_rho[e_name][n] - self.N_sigma[e_name] * self.e_drho[e_name][n]) < 0 or n >= w_max // 2 - 2: +308 # Bias correction hep-lat/0306017 eq. (49) included +309 self.e_tauint[e_name] = self.e_n_tauint[e_name][n] * (1 + (2 * n / gapsize + 1) / e_N) / (1 + 1 / e_N) + texp * np.abs(self.e_rho[e_name][n + 1]) # The absolute makes sure, that the tail contribution is always positive +310 self.e_dtauint[e_name] = np.sqrt(self.e_n_dtauint[e_name][n] ** 2 + texp ** 2 * self.e_drho[e_name][n + 1] ** 2) +311 # Error of tau_exp neglected so far, missing term: self.e_rho[e_name][n + 1] ** 2 * d_tau_exp ** 2 +312 self.e_dvalue[e_name] = np.sqrt(2 * self.e_tauint[e_name] * e_gamma[e_name][0] * (1 + 1 / e_N) / e_N) +313 self.e_ddvalue[e_name] = self.e_dvalue[e_name] * np.sqrt((n / gapsize + 0.5) / e_N) +314 self.e_windowsize[e_name] = n +315 break +316 else: +317 if self.S[e_name] == 0.0: +318 self.e_tauint[e_name] = 0.5 +319 self.e_dtauint[e_name] = 0.0 +320 self.e_dvalue[e_name] = np.sqrt(e_gamma[e_name][0] / (e_N - 1)) +321 self.e_ddvalue[e_name] = self.e_dvalue[e_name] * np.sqrt(0.5 / e_N) +322 self.e_windowsize[e_name] = 0 +323 else: +324 # Standard automatic windowing procedure +325 tau = self.S[e_name] / np.log((2 * self.e_n_tauint[e_name][gapsize::gapsize] + 1) / (2 * self.e_n_tauint[e_name][gapsize::gapsize] - 1)) +326 g_w = np.exp(- np.arange(1, len(tau) + 1) / tau) - tau / np.sqrt(np.arange(1, len(tau) + 1) * e_N) +327 for n in range(1, w_max // gapsize): +328 if g_w[n - 1] < 0 or n >= w_max // gapsize - 1: +329 _compute_drho(gapsize * n) +330 n *= gapsize +331 self.e_tauint[e_name] = self.e_n_tauint[e_name][n] * (1 + (2 * n / gapsize + 1) / e_N) / (1 + 1 / e_N) # Bias correction hep-lat/0306017 eq. (49) +332 self.e_dtauint[e_name] = self.e_n_dtauint[e_name][n] +333 self.e_dvalue[e_name] = np.sqrt(2 * self.e_tauint[e_name] * e_gamma[e_name][0] * (1 + 1 / e_N) / e_N) +334 self.e_ddvalue[e_name] = self.e_dvalue[e_name] * np.sqrt((n / gapsize + 0.5) / e_N) +335 self.e_windowsize[e_name] = n +336 break 337 -338 for e_name in self.cov_names: -339 self.e_dvalue[e_name] = np.sqrt(self.covobs[e_name].errsq()) -340 self.e_ddvalue[e_name] = 0 -341 self._dvalue += self.e_dvalue[e_name]**2 -342 -343 self._dvalue = np.sqrt(self._dvalue) -344 if self._dvalue == 0.0: -345 self.ddvalue = 0.0 -346 else: -347 self.ddvalue = np.sqrt(self.ddvalue) / self._dvalue -348 return +338 self._dvalue += self.e_dvalue[e_name] ** 2 +339 self.ddvalue += (self.e_dvalue[e_name] * self.e_ddvalue[e_name]) ** 2 +340 +341 for e_name in self.cov_names: +342 self.e_dvalue[e_name] = np.sqrt(self.covobs[e_name].errsq()) +343 self.e_ddvalue[e_name] = 0 +344 self._dvalue += self.e_dvalue[e_name]**2 +345 +346 self._dvalue = np.sqrt(self._dvalue) +347 if self._dvalue == 0.0: +348 self.ddvalue = 0.0 +349 else: +350 self.ddvalue = np.sqrt(self.ddvalue) / self._dvalue +351 return @@ -3179,62 +3188,65 @@ of the autocorrelation function (default True) 290 self.e_n_dtauint[e_name][0] = 0.0 291 292 def _compute_drho(i): -293 tmp = self.e_rho[e_name][i + 1:w_max] + np.concatenate([self.e_rho[e_name][i - 1::-1], self.e_rho[e_name][1:w_max - 2 * i]]) - 2 * self.e_rho[e_name][i] * self.e_rho[e_name][1:w_max - i] -294 self.e_drho[e_name][i] = np.sqrt(np.sum(tmp ** 2) / e_N) -295 -296 if self.tau_exp[e_name] > 0: -297 _compute_drho(gapsize) -298 texp = self.tau_exp[e_name] -299 # Critical slowing down analysis -300 if w_max // 2 <= 1: -301 raise Exception("Need at least 8 samples for tau_exp error analysis") -302 for n in range(gapsize, w_max // 2, gapsize): -303 _compute_drho(n + gapsize) -304 if (self.e_rho[e_name][n] - self.N_sigma[e_name] * self.e_drho[e_name][n]) < 0 or n >= w_max // 2 - 2: -305 # Bias correction hep-lat/0306017 eq. (49) included -306 self.e_tauint[e_name] = self.e_n_tauint[e_name][n] * (1 + (2 * n / gapsize + 1) / e_N) / (1 + 1 / e_N) + texp * np.abs(self.e_rho[e_name][n + 1]) # The absolute makes sure, that the tail contribution is always positive -307 self.e_dtauint[e_name] = np.sqrt(self.e_n_dtauint[e_name][n] ** 2 + texp ** 2 * self.e_drho[e_name][n + 1] ** 2) -308 # Error of tau_exp neglected so far, missing term: self.e_rho[e_name][n + 1] ** 2 * d_tau_exp ** 2 -309 self.e_dvalue[e_name] = np.sqrt(2 * self.e_tauint[e_name] * e_gamma[e_name][0] * (1 + 1 / e_N) / e_N) -310 self.e_ddvalue[e_name] = self.e_dvalue[e_name] * np.sqrt((n / gapsize + 0.5) / e_N) -311 self.e_windowsize[e_name] = n -312 break -313 else: -314 if self.S[e_name] == 0.0: -315 self.e_tauint[e_name] = 0.5 -316 self.e_dtauint[e_name] = 0.0 -317 self.e_dvalue[e_name] = np.sqrt(e_gamma[e_name][0] / (e_N - 1)) -318 self.e_ddvalue[e_name] = self.e_dvalue[e_name] * np.sqrt(0.5 / e_N) -319 self.e_windowsize[e_name] = 0 -320 else: -321 # Standard automatic windowing procedure -322 tau = self.S[e_name] / np.log((2 * self.e_n_tauint[e_name][gapsize::gapsize] + 1) / (2 * self.e_n_tauint[e_name][gapsize::gapsize] - 1)) -323 g_w = np.exp(- np.arange(1, len(tau) + 1) / tau) - tau / np.sqrt(np.arange(1, len(tau) + 1) * e_N) -324 for n in range(1, w_max): -325 if g_w[n - 1] < 0 or n >= w_max - 1: -326 _compute_drho(gapsize * n) -327 n *= gapsize -328 self.e_tauint[e_name] = self.e_n_tauint[e_name][n] * (1 + (2 * n / gapsize + 1) / e_N) / (1 + 1 / e_N) # Bias correction hep-lat/0306017 eq. (49) -329 self.e_dtauint[e_name] = self.e_n_dtauint[e_name][n] -330 self.e_dvalue[e_name] = np.sqrt(2 * self.e_tauint[e_name] * e_gamma[e_name][0] * (1 + 1 / e_N) / e_N) -331 self.e_ddvalue[e_name] = self.e_dvalue[e_name] * np.sqrt((n / gapsize + 0.5) / e_N) -332 self.e_windowsize[e_name] = n -333 break -334 -335 self._dvalue += self.e_dvalue[e_name] ** 2 -336 self.ddvalue += (self.e_dvalue[e_name] * self.e_ddvalue[e_name]) ** 2 +293 tmp = (self.e_rho[e_name][i + 1:w_max] +294 + np.concatenate([self.e_rho[e_name][i - 1:None if i - w_max // 2 < 0 else 2 * (i - w_max // 2):-1], +295 self.e_rho[e_name][1:max(1, w_max - 2 * i)]]) +296 - 2 * self.e_rho[e_name][i] * self.e_rho[e_name][1:w_max - i]) +297 self.e_drho[e_name][i] = np.sqrt(np.sum(tmp ** 2) / e_N) +298 +299 if self.tau_exp[e_name] > 0: +300 _compute_drho(gapsize) +301 texp = self.tau_exp[e_name] +302 # Critical slowing down analysis +303 if w_max // 2 <= 1: +304 raise Exception("Need at least 8 samples for tau_exp error analysis") +305 for n in range(gapsize, w_max // 2, gapsize): +306 _compute_drho(n + gapsize) +307 if (self.e_rho[e_name][n] - self.N_sigma[e_name] * self.e_drho[e_name][n]) < 0 or n >= w_max // 2 - 2: +308 # Bias correction hep-lat/0306017 eq. (49) included +309 self.e_tauint[e_name] = self.e_n_tauint[e_name][n] * (1 + (2 * n / gapsize + 1) / e_N) / (1 + 1 / e_N) + texp * np.abs(self.e_rho[e_name][n + 1]) # The absolute makes sure, that the tail contribution is always positive +310 self.e_dtauint[e_name] = np.sqrt(self.e_n_dtauint[e_name][n] ** 2 + texp ** 2 * self.e_drho[e_name][n + 1] ** 2) +311 # Error of tau_exp neglected so far, missing term: self.e_rho[e_name][n + 1] ** 2 * d_tau_exp ** 2 +312 self.e_dvalue[e_name] = np.sqrt(2 * self.e_tauint[e_name] * e_gamma[e_name][0] * (1 + 1 / e_N) / e_N) +313 self.e_ddvalue[e_name] = self.e_dvalue[e_name] * np.sqrt((n / gapsize + 0.5) / e_N) +314 self.e_windowsize[e_name] = n +315 break +316 else: +317 if self.S[e_name] == 0.0: +318 self.e_tauint[e_name] = 0.5 +319 self.e_dtauint[e_name] = 0.0 +320 self.e_dvalue[e_name] = np.sqrt(e_gamma[e_name][0] / (e_N - 1)) +321 self.e_ddvalue[e_name] = self.e_dvalue[e_name] * np.sqrt(0.5 / e_N) +322 self.e_windowsize[e_name] = 0 +323 else: +324 # Standard automatic windowing procedure +325 tau = self.S[e_name] / np.log((2 * self.e_n_tauint[e_name][gapsize::gapsize] + 1) / (2 * self.e_n_tauint[e_name][gapsize::gapsize] - 1)) +326 g_w = np.exp(- np.arange(1, len(tau) + 1) / tau) - tau / np.sqrt(np.arange(1, len(tau) + 1) * e_N) +327 for n in range(1, w_max // gapsize): +328 if g_w[n - 1] < 0 or n >= w_max // gapsize - 1: +329 _compute_drho(gapsize * n) +330 n *= gapsize +331 self.e_tauint[e_name] = self.e_n_tauint[e_name][n] * (1 + (2 * n / gapsize + 1) / e_N) / (1 + 1 / e_N) # Bias correction hep-lat/0306017 eq. (49) +332 self.e_dtauint[e_name] = self.e_n_dtauint[e_name][n] +333 self.e_dvalue[e_name] = np.sqrt(2 * self.e_tauint[e_name] * e_gamma[e_name][0] * (1 + 1 / e_N) / e_N) +334 self.e_ddvalue[e_name] = self.e_dvalue[e_name] * np.sqrt((n / gapsize + 0.5) / e_N) +335 self.e_windowsize[e_name] = n +336 break 337 -338 for e_name in self.cov_names: -339 self.e_dvalue[e_name] = np.sqrt(self.covobs[e_name].errsq()) -340 self.e_ddvalue[e_name] = 0 -341 self._dvalue += self.e_dvalue[e_name]**2 -342 -343 self._dvalue = np.sqrt(self._dvalue) -344 if self._dvalue == 0.0: -345 self.ddvalue = 0.0 -346 else: -347 self.ddvalue = np.sqrt(self.ddvalue) / self._dvalue -348 return +338 self._dvalue += self.e_dvalue[e_name] ** 2 +339 self.ddvalue += (self.e_dvalue[e_name] * self.e_ddvalue[e_name]) ** 2 +340 +341 for e_name in self.cov_names: +342 self.e_dvalue[e_name] = np.sqrt(self.covobs[e_name].errsq()) +343 self.e_ddvalue[e_name] = 0 +344 self._dvalue += self.e_dvalue[e_name]**2 +345 +346 self._dvalue = np.sqrt(self._dvalue) +347 if self._dvalue == 0.0: +348 self.ddvalue = 0.0 +349 else: +350 self.ddvalue = np.sqrt(self.ddvalue) / self._dvalue +351 return @@ -3273,77 +3285,77 @@ of the autocorrelation function (default True) -
385 def details(self, ens_content=True): -386 """Output detailed properties of the Obs. -387 -388 Parameters -389 ---------- -390 ens_content : bool -391 print details about the ensembles and replica if true. -392 """ -393 if self.tag is not None: -394 print("Description:", self.tag) -395 if not hasattr(self, 'e_dvalue'): -396 print('Result\t %3.8e' % (self.value)) -397 else: -398 if self.value == 0.0: -399 percentage = np.nan -400 else: -401 percentage = np.abs(self._dvalue / self.value) * 100 -402 print('Result\t %3.8e +/- %3.8e +/- %3.8e (%3.3f%%)' % (self.value, self._dvalue, self.ddvalue, percentage)) -403 if len(self.e_names) > 1: -404 print(' Ensemble errors:') -405 e_content = self.e_content -406 for e_name in self.mc_names: -407 if isinstance(self.idl[e_content[e_name][0]], range): -408 gap = self.idl[e_content[e_name][0]].step -409 else: -410 gap = np.min(np.diff(self.idl[e_content[e_name][0]])) -411 -412 if len(self.e_names) > 1: -413 print('', e_name, '\t %3.6e +/- %3.6e' % (self.e_dvalue[e_name], self.e_ddvalue[e_name])) -414 tau_string = " \N{GREEK SMALL LETTER TAU}_int\t " + _format_uncertainty(self.e_tauint[e_name], self.e_dtauint[e_name]) -415 tau_string += f" in units of {gap} config" -416 if gap > 1: -417 tau_string += "s" -418 if self.tau_exp[e_name] > 0: -419 tau_string = f"{tau_string: <45}" + '\t(\N{GREEK SMALL LETTER TAU}_exp=%3.2f, N_\N{GREEK SMALL LETTER SIGMA}=%1.0i)' % (self.tau_exp[e_name], self.N_sigma[e_name]) -420 else: -421 tau_string = f"{tau_string: <45}" + '\t(S=%3.2f)' % (self.S[e_name]) -422 print(tau_string) -423 for e_name in self.cov_names: -424 print('', e_name, '\t %3.8e' % (self.e_dvalue[e_name])) -425 if ens_content is True: -426 if len(self.e_names) == 1: -427 print(self.N, 'samples in', len(self.e_names), 'ensemble:') -428 else: -429 print(self.N, 'samples in', len(self.e_names), 'ensembles:') -430 my_string_list = [] -431 for key, value in sorted(self.e_content.items()): -432 if key not in self.covobs: -433 my_string = ' ' + "\u00B7 Ensemble '" + key + "' " -434 if len(value) == 1: -435 my_string += f': {self.shape[value[0]]} configurations' -436 if isinstance(self.idl[value[0]], range): -437 my_string += f' (from {self.idl[value[0]].start} to {self.idl[value[0]][-1]}' + int(self.idl[value[0]].step != 1) * f' in steps of {self.idl[value[0]].step}' + ')' -438 else: -439 my_string += f' (irregular range from {self.idl[value[0]][0]} to {self.idl[value[0]][-1]})' -440 else: -441 sublist = [] -442 for v in value: -443 my_substring = ' ' + "\u00B7 Replicum '" + v[len(key) + 1:] + "' " -444 my_substring += f': {self.shape[v]} configurations' -445 if isinstance(self.idl[v], range): -446 my_substring += f' (from {self.idl[v].start} to {self.idl[v][-1]}' + int(self.idl[v].step != 1) * f' in steps of {self.idl[v].step}' + ')' -447 else: -448 my_substring += f' (irregular range from {self.idl[v][0]} to {self.idl[v][-1]})' -449 sublist.append(my_substring) -450 -451 my_string += '\n' + '\n'.join(sublist) -452 else: -453 my_string = ' ' + "\u00B7 Covobs '" + key + "' " -454 my_string_list.append(my_string) -455 print('\n'.join(my_string_list)) +@@ -3370,20 +3382,20 @@ print details about the ensembles and replica if true.388 def details(self, ens_content=True): +389 """Output detailed properties of the Obs. +390 +391 Parameters +392 ---------- +393 ens_content : bool +394 print details about the ensembles and replica if true. +395 """ +396 if self.tag is not None: +397 print("Description:", self.tag) +398 if not hasattr(self, 'e_dvalue'): +399 print('Result\t %3.8e' % (self.value)) +400 else: +401 if self.value == 0.0: +402 percentage = np.nan +403 else: +404 percentage = np.abs(self._dvalue / self.value) * 100 +405 print('Result\t %3.8e +/- %3.8e +/- %3.8e (%3.3f%%)' % (self.value, self._dvalue, self.ddvalue, percentage)) +406 if len(self.e_names) > 1: +407 print(' Ensemble errors:') +408 e_content = self.e_content +409 for e_name in self.mc_names: +410 if isinstance(self.idl[e_content[e_name][0]], range): +411 gap = self.idl[e_content[e_name][0]].step +412 else: +413 gap = np.min(np.diff(self.idl[e_content[e_name][0]])) +414 +415 if len(self.e_names) > 1: +416 print('', e_name, '\t %3.6e +/- %3.6e' % (self.e_dvalue[e_name], self.e_ddvalue[e_name])) +417 tau_string = " \N{GREEK SMALL LETTER TAU}_int\t " + _format_uncertainty(self.e_tauint[e_name], self.e_dtauint[e_name]) +418 tau_string += f" in units of {gap} config" +419 if gap > 1: +420 tau_string += "s" +421 if self.tau_exp[e_name] > 0: +422 tau_string = f"{tau_string: <45}" + '\t(\N{GREEK SMALL LETTER TAU}_exp=%3.2f, N_\N{GREEK SMALL LETTER SIGMA}=%1.0i)' % (self.tau_exp[e_name], self.N_sigma[e_name]) +423 else: +424 tau_string = f"{tau_string: <45}" + '\t(S=%3.2f)' % (self.S[e_name]) +425 print(tau_string) +426 for e_name in self.cov_names: +427 print('', e_name, '\t %3.8e' % (self.e_dvalue[e_name])) +428 if ens_content is True: +429 if len(self.e_names) == 1: +430 print(self.N, 'samples in', len(self.e_names), 'ensemble:') +431 else: +432 print(self.N, 'samples in', len(self.e_names), 'ensembles:') +433 my_string_list = [] +434 for key, value in sorted(self.e_content.items()): +435 if key not in self.covobs: +436 my_string = ' ' + "\u00B7 Ensemble '" + key + "' " +437 if len(value) == 1: +438 my_string += f': {self.shape[value[0]]} configurations' +439 if isinstance(self.idl[value[0]], range): +440 my_string += f' (from {self.idl[value[0]].start} to {self.idl[value[0]][-1]}' + int(self.idl[value[0]].step != 1) * f' in steps of {self.idl[value[0]].step}' + ')' +441 else: +442 my_string += f' (irregular range from {self.idl[value[0]][0]} to {self.idl[value[0]][-1]})' +443 else: +444 sublist = [] +445 for v in value: +446 my_substring = ' ' + "\u00B7 Replicum '" + v[len(key) + 1:] + "' " +447 my_substring += f': {self.shape[v]} configurations' +448 if isinstance(self.idl[v], range): +449 my_substring += f' (from {self.idl[v].start} to {self.idl[v][-1]}' + int(self.idl[v].step != 1) * f' in steps of {self.idl[v].step}' + ')' +450 else: +451 my_substring += f' (irregular range from {self.idl[v][0]} to {self.idl[v][-1]})' +452 sublist.append(my_substring) +453 +454 my_string += '\n' + '\n'.join(sublist) +455 else: +456 my_string = ' ' + "\u00B7 Covobs '" + key + "' " +457 my_string_list.append(my_string) +458 print('\n'.join(my_string_list))
457 def reweight(self, weight): -458 """Reweight the obs with given rewighting factors. -459 -460 Parameters -461 ---------- -462 weight : Obs -463 Reweighting factor. An Observable that has to be defined on a superset of the -464 configurations in obs[i].idl for all i. -465 all_configs : bool -466 if True, the reweighted observables are normalized by the average of -467 the reweighting factor on all configurations in weight.idl and not -468 on the configurations in obs[i].idl. Default False. -469 """ -470 return reweight(weight, [self])[0] +@@ -3415,17 +3427,17 @@ on the configurations in obs[i].idl. Default False.460 def reweight(self, weight): +461 """Reweight the obs with given rewighting factors. +462 +463 Parameters +464 ---------- +465 weight : Obs +466 Reweighting factor. An Observable that has to be defined on a superset of the +467 configurations in obs[i].idl for all i. +468 all_configs : bool +469 if True, the reweighted observables are normalized by the average of +470 the reweighting factor on all configurations in weight.idl and not +471 on the configurations in obs[i].idl. Default False. +472 """ +473 return reweight(weight, [self])[0]
472 def is_zero_within_error(self, sigma=1): -473 """Checks whether the observable is zero within 'sigma' standard errors. -474 -475 Parameters -476 ---------- -477 sigma : int -478 Number of standard errors used for the check. -479 -480 Works only properly when the gamma method was run. -481 """ -482 return self.is_zero() or np.abs(self.value) <= sigma * self._dvalue +@@ -3453,15 +3465,15 @@ Number of standard errors used for the check.475 def is_zero_within_error(self, sigma=1): +476 """Checks whether the observable is zero within 'sigma' standard errors. +477 +478 Parameters +479 ---------- +480 sigma : int +481 Number of standard errors used for the check. +482 +483 Works only properly when the gamma method was run. +484 """ +485 return self.is_zero() or np.abs(self.value) <= sigma * self._dvalue
484 def is_zero(self, atol=1e-10): -485 """Checks whether the observable is zero within a given tolerance. -486 -487 Parameters -488 ---------- -489 atol : float -490 Absolute tolerance (for details see numpy documentation). -491 """ -492 return np.isclose(0.0, self.value, 1e-14, atol) and all(np.allclose(0.0, delta, 1e-14, atol) for delta in self.deltas.values()) and all(np.allclose(0.0, delta.errsq(), 1e-14, atol) for delta in self.covobs.values()) +@@ -3488,45 +3500,45 @@ Absolute tolerance (for details see numpy documentation).487 def is_zero(self, atol=1e-10): +488 """Checks whether the observable is zero within a given tolerance. +489 +490 Parameters +491 ---------- +492 atol : float +493 Absolute tolerance (for details see numpy documentation). +494 """ +495 return np.isclose(0.0, self.value, 1e-14, atol) and all(np.allclose(0.0, delta, 1e-14, atol) for delta in self.deltas.values()) and all(np.allclose(0.0, delta.errsq(), 1e-14, atol) for delta in self.covobs.values())
494 def plot_tauint(self, save=None): -495 """Plot integrated autocorrelation time for each ensemble. -496 -497 Parameters -498 ---------- -499 save : str -500 saves the figure to a file named 'save' if. -501 """ -502 if not hasattr(self, 'e_dvalue'): -503 raise Exception('Run the gamma method first.') -504 -505 for e, e_name in enumerate(self.mc_names): -506 fig = plt.figure() -507 plt.xlabel(r'$W$') -508 plt.ylabel(r'$\tau_\mathrm{int}$') -509 length = int(len(self.e_n_tauint[e_name])) -510 if self.tau_exp[e_name] > 0: -511 base = self.e_n_tauint[e_name][self.e_windowsize[e_name]] -512 x_help = np.arange(2 * self.tau_exp[e_name]) -513 y_help = (x_help + 1) * np.abs(self.e_rho[e_name][self.e_windowsize[e_name] + 1]) * (1 - x_help / (2 * (2 * self.tau_exp[e_name] - 1))) + base -514 x_arr = np.arange(self.e_windowsize[e_name] + 1, self.e_windowsize[e_name] + 1 + 2 * self.tau_exp[e_name]) -515 plt.plot(x_arr, y_help, 'C' + str(e), linewidth=1, ls='--', marker=',') -516 plt.errorbar([self.e_windowsize[e_name] + 2 * self.tau_exp[e_name]], [self.e_tauint[e_name]], -517 yerr=[self.e_dtauint[e_name]], fmt='C' + str(e), linewidth=1, capsize=2, marker='o', mfc=plt.rcParams['axes.facecolor']) -518 xmax = self.e_windowsize[e_name] + 2 * self.tau_exp[e_name] + 1.5 -519 label = e_name + r', $\tau_\mathrm{exp}$=' + str(np.around(self.tau_exp[e_name], decimals=2)) -520 else: -521 label = e_name + ', S=' + str(np.around(self.S[e_name], decimals=2)) -522 xmax = max(10.5, 2 * self.e_windowsize[e_name] - 0.5) -523 -524 plt.errorbar(np.arange(length)[:int(xmax) + 1], self.e_n_tauint[e_name][:int(xmax) + 1], yerr=self.e_n_dtauint[e_name][:int(xmax) + 1], linewidth=1, capsize=2, label=label) -525 plt.axvline(x=self.e_windowsize[e_name], color='C' + str(e), alpha=0.5, marker=',', ls='--') -526 plt.legend() -527 plt.xlim(-0.5, xmax) -528 ylim = plt.ylim() -529 plt.ylim(bottom=0.0, top=max(1.0, ylim[1])) -530 plt.draw() -531 if save: -532 fig.savefig(save + "_" + str(e)) +@@ -3553,36 +3565,36 @@ saves the figure to a file named 'save' if.497 def plot_tauint(self, save=None): +498 """Plot integrated autocorrelation time for each ensemble. +499 +500 Parameters +501 ---------- +502 save : str +503 saves the figure to a file named 'save' if. +504 """ +505 if not hasattr(self, 'e_dvalue'): +506 raise Exception('Run the gamma method first.') +507 +508 for e, e_name in enumerate(self.mc_names): +509 fig = plt.figure() +510 plt.xlabel(r'$W$') +511 plt.ylabel(r'$\tau_\mathrm{int}$') +512 length = int(len(self.e_n_tauint[e_name])) +513 if self.tau_exp[e_name] > 0: +514 base = self.e_n_tauint[e_name][self.e_windowsize[e_name]] +515 x_help = np.arange(2 * self.tau_exp[e_name]) +516 y_help = (x_help + 1) * np.abs(self.e_rho[e_name][self.e_windowsize[e_name] + 1]) * (1 - x_help / (2 * (2 * self.tau_exp[e_name] - 1))) + base +517 x_arr = np.arange(self.e_windowsize[e_name] + 1, self.e_windowsize[e_name] + 1 + 2 * self.tau_exp[e_name]) +518 plt.plot(x_arr, y_help, 'C' + str(e), linewidth=1, ls='--', marker=',') +519 plt.errorbar([self.e_windowsize[e_name] + 2 * self.tau_exp[e_name]], [self.e_tauint[e_name]], +520 yerr=[self.e_dtauint[e_name]], fmt='C' + str(e), linewidth=1, capsize=2, marker='o', mfc=plt.rcParams['axes.facecolor']) +521 xmax = self.e_windowsize[e_name] + 2 * self.tau_exp[e_name] + 1.5 +522 label = e_name + r', $\tau_\mathrm{exp}$=' + str(np.around(self.tau_exp[e_name], decimals=2)) +523 else: +524 label = e_name + ', S=' + str(np.around(self.S[e_name], decimals=2)) +525 xmax = max(10.5, 2 * self.e_windowsize[e_name] - 0.5) +526 +527 plt.errorbar(np.arange(length)[:int(xmax) + 1], self.e_n_tauint[e_name][:int(xmax) + 1], yerr=self.e_n_dtauint[e_name][:int(xmax) + 1], linewidth=1, capsize=2, label=label) +528 plt.axvline(x=self.e_windowsize[e_name], color='C' + str(e), alpha=0.5, marker=',', ls='--') +529 plt.legend() +530 plt.xlim(-0.5, xmax) +531 ylim = plt.ylim() +532 plt.ylim(bottom=0.0, top=max(1.0, ylim[1])) +533 plt.draw() +534 if save: +535 fig.savefig(save + "_" + str(e))
534 def plot_rho(self, save=None): -535 """Plot normalized autocorrelation function time for each ensemble. -536 -537 Parameters -538 ---------- -539 save : str -540 saves the figure to a file named 'save' if. -541 """ -542 if not hasattr(self, 'e_dvalue'): -543 raise Exception('Run the gamma method first.') -544 for e, e_name in enumerate(self.mc_names): -545 fig = plt.figure() -546 plt.xlabel('W') -547 plt.ylabel('rho') -548 length = int(len(self.e_drho[e_name])) -549 plt.errorbar(np.arange(length), self.e_rho[e_name][:length], yerr=self.e_drho[e_name][:], linewidth=1, capsize=2) -550 plt.axvline(x=self.e_windowsize[e_name], color='r', alpha=0.25, ls='--', marker=',') -551 if self.tau_exp[e_name] > 0: -552 plt.plot([self.e_windowsize[e_name] + 1, self.e_windowsize[e_name] + 1 + 2 * self.tau_exp[e_name]], -553 [self.e_rho[e_name][self.e_windowsize[e_name] + 1], 0], 'k-', lw=1) -554 xmax = self.e_windowsize[e_name] + 2 * self.tau_exp[e_name] + 1.5 -555 plt.title('Rho ' + e_name + r', tau\_exp=' + str(np.around(self.tau_exp[e_name], decimals=2))) -556 else: -557 xmax = max(10.5, 2 * self.e_windowsize[e_name] - 0.5) -558 plt.title('Rho ' + e_name + ', S=' + str(np.around(self.S[e_name], decimals=2))) -559 plt.plot([-0.5, xmax], [0, 0], 'k--', lw=1) -560 plt.xlim(-0.5, xmax) -561 plt.draw() -562 if save: -563 fig.savefig(save + "_" + str(e)) +@@ -3609,27 +3621,27 @@ saves the figure to a file named 'save' if.537 def plot_rho(self, save=None): +538 """Plot normalized autocorrelation function time for each ensemble. +539 +540 Parameters +541 ---------- +542 save : str +543 saves the figure to a file named 'save' if. +544 """ +545 if not hasattr(self, 'e_dvalue'): +546 raise Exception('Run the gamma method first.') +547 for e, e_name in enumerate(self.mc_names): +548 fig = plt.figure() +549 plt.xlabel('W') +550 plt.ylabel('rho') +551 length = int(len(self.e_drho[e_name])) +552 plt.errorbar(np.arange(length), self.e_rho[e_name][:length], yerr=self.e_drho[e_name][:], linewidth=1, capsize=2) +553 plt.axvline(x=self.e_windowsize[e_name], color='r', alpha=0.25, ls='--', marker=',') +554 if self.tau_exp[e_name] > 0: +555 plt.plot([self.e_windowsize[e_name] + 1, self.e_windowsize[e_name] + 1 + 2 * self.tau_exp[e_name]], +556 [self.e_rho[e_name][self.e_windowsize[e_name] + 1], 0], 'k-', lw=1) +557 xmax = self.e_windowsize[e_name] + 2 * self.tau_exp[e_name] + 1.5 +558 plt.title('Rho ' + e_name + r', tau\_exp=' + str(np.around(self.tau_exp[e_name], decimals=2))) +559 else: +560 xmax = max(10.5, 2 * self.e_windowsize[e_name] - 0.5) +561 plt.title('Rho ' + e_name + ', S=' + str(np.around(self.S[e_name], decimals=2))) +562 plt.plot([-0.5, xmax], [0, 0], 'k--', lw=1) +563 plt.xlim(-0.5, xmax) +564 plt.draw() +565 if save: +566 fig.savefig(save + "_" + str(e))
565 def plot_rep_dist(self): -566 """Plot replica distribution for each ensemble with more than one replicum.""" -567 if not hasattr(self, 'e_dvalue'): -568 raise Exception('Run the gamma method first.') -569 for e, e_name in enumerate(self.mc_names): -570 if len(self.e_content[e_name]) == 1: -571 print('No replica distribution for a single replicum (', e_name, ')') -572 continue -573 r_length = [] -574 sub_r_mean = 0 -575 for r, r_name in enumerate(self.e_content[e_name]): -576 r_length.append(len(self.deltas[r_name])) -577 sub_r_mean += self.shape[r_name] * self.r_values[r_name] -578 e_N = np.sum(r_length) -579 sub_r_mean /= e_N -580 arr = np.zeros(len(self.e_content[e_name])) -581 for r, r_name in enumerate(self.e_content[e_name]): -582 arr[r] = (self.r_values[r_name] - sub_r_mean) / (self.e_dvalue[e_name] * np.sqrt(e_N / self.shape[r_name] - 1)) -583 plt.hist(arr, rwidth=0.8, bins=len(self.e_content[e_name])) -584 plt.title('Replica distribution' + e_name + ' (mean=0, var=1)') -585 plt.draw() +@@ -3649,37 +3661,37 @@ saves the figure to a file named 'save' if.568 def plot_rep_dist(self): +569 """Plot replica distribution for each ensemble with more than one replicum.""" +570 if not hasattr(self, 'e_dvalue'): +571 raise Exception('Run the gamma method first.') +572 for e, e_name in enumerate(self.mc_names): +573 if len(self.e_content[e_name]) == 1: +574 print('No replica distribution for a single replicum (', e_name, ')') +575 continue +576 r_length = [] +577 sub_r_mean = 0 +578 for r, r_name in enumerate(self.e_content[e_name]): +579 r_length.append(len(self.deltas[r_name])) +580 sub_r_mean += self.shape[r_name] * self.r_values[r_name] +581 e_N = np.sum(r_length) +582 sub_r_mean /= e_N +583 arr = np.zeros(len(self.e_content[e_name])) +584 for r, r_name in enumerate(self.e_content[e_name]): +585 arr[r] = (self.r_values[r_name] - sub_r_mean) / (self.e_dvalue[e_name] * np.sqrt(e_N / self.shape[r_name] - 1)) +586 plt.hist(arr, rwidth=0.8, bins=len(self.e_content[e_name])) +587 plt.title('Replica distribution' + e_name + ' (mean=0, var=1)') +588 plt.draw()
587 def plot_history(self, expand=True): -588 """Plot derived Monte Carlo history for each ensemble -589 -590 Parameters -591 ---------- -592 expand : bool -593 show expanded history for irregular Monte Carlo chains (default: True). -594 """ -595 for e, e_name in enumerate(self.mc_names): -596 plt.figure() -597 r_length = [] -598 tmp = [] -599 tmp_expanded = [] -600 for r, r_name in enumerate(self.e_content[e_name]): -601 tmp.append(self.deltas[r_name] + self.r_values[r_name]) -602 if expand: -603 tmp_expanded.append(_expand_deltas(self.deltas[r_name], list(self.idl[r_name]), self.shape[r_name]) + self.r_values[r_name]) -604 r_length.append(len(tmp_expanded[-1])) -605 else: -606 r_length.append(len(tmp[-1])) -607 e_N = np.sum(r_length) -608 x = np.arange(e_N) -609 y_test = np.concatenate(tmp, axis=0) -610 if expand: -611 y = np.concatenate(tmp_expanded, axis=0) -612 else: -613 y = y_test -614 plt.errorbar(x, y, fmt='.', markersize=3) -615 plt.xlim(-0.5, e_N - 0.5) -616 plt.title(e_name + f'\nskew: {skew(y_test):.3f} (p={skewtest(y_test).pvalue:.3f}), kurtosis: {kurtosis(y_test):.3f} (p={kurtosistest(y_test).pvalue:.3f})') -617 plt.draw() +@@ -3706,29 +3718,29 @@ show expanded history for irregular Monte Carlo chains (default: True).590 def plot_history(self, expand=True): +591 """Plot derived Monte Carlo history for each ensemble +592 +593 Parameters +594 ---------- +595 expand : bool +596 show expanded history for irregular Monte Carlo chains (default: True). +597 """ +598 for e, e_name in enumerate(self.mc_names): +599 plt.figure() +600 r_length = [] +601 tmp = [] +602 tmp_expanded = [] +603 for r, r_name in enumerate(self.e_content[e_name]): +604 tmp.append(self.deltas[r_name] + self.r_values[r_name]) +605 if expand: +606 tmp_expanded.append(_expand_deltas(self.deltas[r_name], list(self.idl[r_name]), self.shape[r_name]) + self.r_values[r_name]) +607 r_length.append(len(tmp_expanded[-1])) +608 else: +609 r_length.append(len(tmp[-1])) +610 e_N = np.sum(r_length) +611 x = np.arange(e_N) +612 y_test = np.concatenate(tmp, axis=0) +613 if expand: +614 y = np.concatenate(tmp_expanded, axis=0) +615 else: +616 y = y_test +617 plt.errorbar(x, y, fmt='.', markersize=3) +618 plt.xlim(-0.5, e_N - 0.5) +619 plt.title(e_name + f'\nskew: {skew(y_test):.3f} (p={skewtest(y_test).pvalue:.3f}), kurtosis: {kurtosis(y_test):.3f} (p={kurtosistest(y_test).pvalue:.3f})') +620 plt.draw()
619 def plot_piechart(self, save=None): -620 """Plot piechart which shows the fractional contribution of each -621 ensemble to the error and returns a dictionary containing the fractions. -622 -623 Parameters -624 ---------- -625 save : str -626 saves the figure to a file named 'save' if. -627 """ -628 if not hasattr(self, 'e_dvalue'): -629 raise Exception('Run the gamma method first.') -630 if np.isclose(0.0, self._dvalue, atol=1e-15): -631 raise Exception('Error is 0.0') -632 labels = self.e_names -633 sizes = [self.e_dvalue[name] ** 2 for name in labels] / self._dvalue ** 2 -634 fig1, ax1 = plt.subplots() -635 ax1.pie(sizes, labels=labels, startangle=90, normalize=True) -636 ax1.axis('equal') -637 plt.draw() -638 if save: -639 fig1.savefig(save) -640 -641 return dict(zip(self.e_names, sizes)) +@@ -3756,34 +3768,34 @@ saves the figure to a file named 'save' if.622 def plot_piechart(self, save=None): +623 """Plot piechart which shows the fractional contribution of each +624 ensemble to the error and returns a dictionary containing the fractions. +625 +626 Parameters +627 ---------- +628 save : str +629 saves the figure to a file named 'save' if. +630 """ +631 if not hasattr(self, 'e_dvalue'): +632 raise Exception('Run the gamma method first.') +633 if np.isclose(0.0, self._dvalue, atol=1e-15): +634 raise Exception('Error is 0.0') +635 labels = self.e_names +636 sizes = [self.e_dvalue[name] ** 2 for name in labels] / self._dvalue ** 2 +637 fig1, ax1 = plt.subplots() +638 ax1.pie(sizes, labels=labels, startangle=90, normalize=True) +639 ax1.axis('equal') +640 plt.draw() +641 if save: +642 fig1.savefig(save) +643 +644 return dict(zip(self.e_names, sizes))
643 def dump(self, filename, datatype="json.gz", description="", **kwargs): -644 """Dump the Obs to a file 'name' of chosen format. -645 -646 Parameters -647 ---------- -648 filename : str -649 name of the file to be saved. -650 datatype : str -651 Format of the exported file. Supported formats include -652 "json.gz" and "pickle" -653 description : str -654 Description for output file, only relevant for json.gz format. -655 path : str -656 specifies a custom path for the file (default '.') -657 """ -658 if 'path' in kwargs: -659 file_name = kwargs.get('path') + '/' + filename -660 else: -661 file_name = filename -662 -663 if datatype == "json.gz": -664 from .input.json import dump_to_json -665 dump_to_json([self], file_name, description=description) -666 elif datatype == "pickle": -667 with open(file_name + '.p', 'wb') as fb: -668 pickle.dump(self, fb) -669 else: -670 raise Exception("Unknown datatype " + str(datatype)) +@@ -3817,31 +3829,31 @@ specifies a custom path for the file (default '.')646 def dump(self, filename, datatype="json.gz", description="", **kwargs): +647 """Dump the Obs to a file 'name' of chosen format. +648 +649 Parameters +650 ---------- +651 filename : str +652 name of the file to be saved. +653 datatype : str +654 Format of the exported file. Supported formats include +655 "json.gz" and "pickle" +656 description : str +657 Description for output file, only relevant for json.gz format. +658 path : str +659 specifies a custom path for the file (default '.') +660 """ +661 if 'path' in kwargs: +662 file_name = kwargs.get('path') + '/' + filename +663 else: +664 file_name = filename +665 +666 if datatype == "json.gz": +667 from .input.json import dump_to_json +668 dump_to_json([self], file_name, description=description) +669 elif datatype == "pickle": +670 with open(file_name + '.p', 'wb') as fb: +671 pickle.dump(self, fb) +672 else: +673 raise Exception("Unknown datatype " + str(datatype))
672 def export_jackknife(self): -673 """Export jackknife samples from the Obs -674 -675 Returns -676 ------- -677 numpy.ndarray -678 Returns a numpy array of length N + 1 where N is the number of samples -679 for the given ensemble and replicum. The zeroth entry of the array contains -680 the mean value of the Obs, entries 1 to N contain the N jackknife samples -681 derived from the Obs. The current implementation only works for observables -682 defined on exactly one ensemble and replicum. The derived jackknife samples -683 should agree with samples from a full jackknife analysis up to O(1/N). -684 """ -685 -686 if len(self.names) != 1: -687 raise Exception("'export_jackknife' is only implemented for Obs defined on one ensemble and replicum.") +@@ -3872,8 +3884,8 @@ should agree with samples from a full jackknife analysis up to O(1/N).675 def export_jackknife(self): +676 """Export jackknife samples from the Obs +677 +678 Returns +679 ------- +680 numpy.ndarray +681 Returns a numpy array of length N + 1 where N is the number of samples +682 for the given ensemble and replicum. The zeroth entry of the array contains +683 the mean value of the Obs, entries 1 to N contain the N jackknife samples +684 derived from the Obs. The current implementation only works for observables +685 defined on exactly one ensemble and replicum. The derived jackknife samples +686 should agree with samples from a full jackknife analysis up to O(1/N). +687 """ 688 -689 name = self.names[0] -690 full_data = self.deltas[name] + self.r_values[name] -691 n = full_data.size -692 mean = self.value -693 tmp_jacks = np.zeros(n + 1) -694 tmp_jacks[0] = mean -695 tmp_jacks[1:] = (n * mean - full_data) / (n - 1) -696 return tmp_jacks +689 if len(self.names) != 1: +690 raise Exception("'export_jackknife' is only implemented for Obs defined on one ensemble and replicum.") +691 +692 name = self.names[0] +693 full_data = self.deltas[name] + self.r_values[name] +694 n = full_data.size +695 mean = self.value +696 tmp_jacks = np.zeros(n + 1) +697 tmp_jacks[0] = mean +698 tmp_jacks[1:] = (n * mean - full_data) / (n - 1) +699 return tmp_jacks
824 def sqrt(self): -825 return derived_observable(lambda x, **kwargs: np.sqrt(x[0]), [self], man_grad=[1 / 2 / np.sqrt(self.value)]) + @@ -3891,8 +3903,8 @@ should agree with samples from a full jackknife analysis up to O(1/N).
827 def log(self): -828 return derived_observable(lambda x, **kwargs: np.log(x[0]), [self], man_grad=[1 / self.value]) + @@ -3910,8 +3922,8 @@ should agree with samples from a full jackknife analysis up to O(1/N).
830 def exp(self): -831 return derived_observable(lambda x, **kwargs: np.exp(x[0]), [self], man_grad=[np.exp(self.value)]) + @@ -3929,8 +3941,8 @@ should agree with samples from a full jackknife analysis up to O(1/N).
833 def sin(self): -834 return derived_observable(lambda x, **kwargs: np.sin(x[0]), [self], man_grad=[np.cos(self.value)]) + @@ -3948,8 +3960,8 @@ should agree with samples from a full jackknife analysis up to O(1/N).
836 def cos(self): -837 return derived_observable(lambda x, **kwargs: np.cos(x[0]), [self], man_grad=[-np.sin(self.value)]) + @@ -3967,8 +3979,8 @@ should agree with samples from a full jackknife analysis up to O(1/N).
839 def tan(self): -840 return derived_observable(lambda x, **kwargs: np.tan(x[0]), [self], man_grad=[1 / np.cos(self.value) ** 2]) + @@ -3986,8 +3998,8 @@ should agree with samples from a full jackknife analysis up to O(1/N).
842 def arcsin(self): -843 return derived_observable(lambda x: anp.arcsin(x[0]), [self]) + @@ -4005,8 +4017,8 @@ should agree with samples from a full jackknife analysis up to O(1/N).
845 def arccos(self): -846 return derived_observable(lambda x: anp.arccos(x[0]), [self]) + @@ -4024,8 +4036,8 @@ should agree with samples from a full jackknife analysis up to O(1/N).
848 def arctan(self): -849 return derived_observable(lambda x: anp.arctan(x[0]), [self]) + @@ -4043,8 +4055,8 @@ should agree with samples from a full jackknife analysis up to O(1/N).
851 def sinh(self): -852 return derived_observable(lambda x, **kwargs: np.sinh(x[0]), [self], man_grad=[np.cosh(self.value)]) + @@ -4062,8 +4074,8 @@ should agree with samples from a full jackknife analysis up to O(1/N).
854 def cosh(self): -855 return derived_observable(lambda x, **kwargs: np.cosh(x[0]), [self], man_grad=[np.sinh(self.value)]) + @@ -4081,8 +4093,8 @@ should agree with samples from a full jackknife analysis up to O(1/N).
857 def tanh(self): -858 return derived_observable(lambda x, **kwargs: np.tanh(x[0]), [self], man_grad=[1 / np.cosh(self.value) ** 2]) + @@ -4100,8 +4112,8 @@ should agree with samples from a full jackknife analysis up to O(1/N).
860 def arcsinh(self): -861 return derived_observable(lambda x: anp.arcsinh(x[0]), [self]) + @@ -4119,8 +4131,8 @@ should agree with samples from a full jackknife analysis up to O(1/N).
863 def arccosh(self): -864 return derived_observable(lambda x: anp.arccosh(x[0]), [self]) + @@ -4138,8 +4150,8 @@ should agree with samples from a full jackknife analysis up to O(1/N).
866 def arctanh(self): -867 return derived_observable(lambda x: anp.arctanh(x[0]), [self]) + @@ -4158,115 +4170,115 @@ should agree with samples from a full jackknife analysis up to O(1/N).
870class CObs: -871 """Class for a complex valued observable.""" -872 __slots__ = ['_real', '_imag', 'tag'] -873 -874 def __init__(self, real, imag=0.0): -875 self._real = real -876 self._imag = imag -877 self.tag = None -878 -879 @property -880 def real(self): -881 return self._real -882 -883 @property -884 def imag(self): -885 return self._imag -886 -887 def gamma_method(self, **kwargs): -888 """Executes the gamma_method for the real and the imaginary part.""" -889 if isinstance(self.real, Obs): -890 self.real.gamma_method(**kwargs) -891 if isinstance(self.imag, Obs): -892 self.imag.gamma_method(**kwargs) -893 -894 def is_zero(self): -895 """Checks whether both real and imaginary part are zero within machine precision.""" -896 return self.real == 0.0 and self.imag == 0.0 -897 -898 def conjugate(self): -899 return CObs(self.real, -self.imag) +@@ -4284,10 +4296,10 @@ should agree with samples from a full jackknife analysis up to O(1/N).873class CObs: +874 """Class for a complex valued observable.""" +875 __slots__ = ['_real', '_imag', 'tag'] +876 +877 def __init__(self, real, imag=0.0): +878 self._real = real +879 self._imag = imag +880 self.tag = None +881 +882 @property +883 def real(self): +884 return self._real +885 +886 @property +887 def imag(self): +888 return self._imag +889 +890 def gamma_method(self, **kwargs): +891 """Executes the gamma_method for the real and the imaginary part.""" +892 if isinstance(self.real, Obs): +893 self.real.gamma_method(**kwargs) +894 if isinstance(self.imag, Obs): +895 self.imag.gamma_method(**kwargs) +896 +897 def is_zero(self): +898 """Checks whether both real and imaginary part are zero within machine precision.""" +899 return self.real == 0.0 and self.imag == 0.0 900 -901 def __add__(self, other): -902 if isinstance(other, np.ndarray): -903 return other + self -904 elif hasattr(other, 'real') and hasattr(other, 'imag'): -905 return CObs(self.real + other.real, -906 self.imag + other.imag) -907 else: -908 return CObs(self.real + other, self.imag) -909 -910 def __radd__(self, y): -911 return self + y +901 def conjugate(self): +902 return CObs(self.real, -self.imag) +903 +904 def __add__(self, other): +905 if isinstance(other, np.ndarray): +906 return other + self +907 elif hasattr(other, 'real') and hasattr(other, 'imag'): +908 return CObs(self.real + other.real, +909 self.imag + other.imag) +910 else: +911 return CObs(self.real + other, self.imag) 912 -913 def __sub__(self, other): -914 if isinstance(other, np.ndarray): -915 return -1 * (other - self) -916 elif hasattr(other, 'real') and hasattr(other, 'imag'): -917 return CObs(self.real - other.real, self.imag - other.imag) -918 else: -919 return CObs(self.real - other, self.imag) -920 -921 def __rsub__(self, other): -922 return -1 * (self - other) +913 def __radd__(self, y): +914 return self + y +915 +916 def __sub__(self, other): +917 if isinstance(other, np.ndarray): +918 return -1 * (other - self) +919 elif hasattr(other, 'real') and hasattr(other, 'imag'): +920 return CObs(self.real - other.real, self.imag - other.imag) +921 else: +922 return CObs(self.real - other, self.imag) 923 -924 def __mul__(self, other): -925 if isinstance(other, np.ndarray): -926 return other * self -927 elif hasattr(other, 'real') and hasattr(other, 'imag'): -928 if all(isinstance(i, Obs) for i in [self.real, self.imag, other.real, other.imag]): -929 return CObs(derived_observable(lambda x, **kwargs: x[0] * x[1] - x[2] * x[3], -930 [self.real, other.real, self.imag, other.imag], -931 man_grad=[other.real.value, self.real.value, -other.imag.value, -self.imag.value]), -932 derived_observable(lambda x, **kwargs: x[2] * x[1] + x[0] * x[3], +924 def __rsub__(self, other): +925 return -1 * (self - other) +926 +927 def __mul__(self, other): +928 if isinstance(other, np.ndarray): +929 return other * self +930 elif hasattr(other, 'real') and hasattr(other, 'imag'): +931 if all(isinstance(i, Obs) for i in [self.real, self.imag, other.real, other.imag]): +932 return CObs(derived_observable(lambda x, **kwargs: x[0] * x[1] - x[2] * x[3], 933 [self.real, other.real, self.imag, other.imag], -934 man_grad=[other.imag.value, self.imag.value, other.real.value, self.real.value])) -935 elif getattr(other, 'imag', 0) != 0: -936 return CObs(self.real * other.real - self.imag * other.imag, -937 self.imag * other.real + self.real * other.imag) -938 else: -939 return CObs(self.real * other.real, self.imag * other.real) -940 else: -941 return CObs(self.real * other, self.imag * other) -942 -943 def __rmul__(self, other): -944 return self * other +934 man_grad=[other.real.value, self.real.value, -other.imag.value, -self.imag.value]), +935 derived_observable(lambda x, **kwargs: x[2] * x[1] + x[0] * x[3], +936 [self.real, other.real, self.imag, other.imag], +937 man_grad=[other.imag.value, self.imag.value, other.real.value, self.real.value])) +938 elif getattr(other, 'imag', 0) != 0: +939 return CObs(self.real * other.real - self.imag * other.imag, +940 self.imag * other.real + self.real * other.imag) +941 else: +942 return CObs(self.real * other.real, self.imag * other.real) +943 else: +944 return CObs(self.real * other, self.imag * other) 945 -946 def __truediv__(self, other): -947 if isinstance(other, np.ndarray): -948 return 1 / (other / self) -949 elif hasattr(other, 'real') and hasattr(other, 'imag'): -950 r = other.real ** 2 + other.imag ** 2 -951 return CObs((self.real * other.real + self.imag * other.imag) / r, (self.imag * other.real - self.real * other.imag) / r) -952 else: -953 return CObs(self.real / other, self.imag / other) -954 -955 def __rtruediv__(self, other): -956 r = self.real ** 2 + self.imag ** 2 -957 if hasattr(other, 'real') and hasattr(other, 'imag'): -958 return CObs((self.real * other.real + self.imag * other.imag) / r, (self.real * other.imag - self.imag * other.real) / r) -959 else: -960 return CObs(self.real * other / r, -self.imag * other / r) -961 -962 def __abs__(self): -963 return np.sqrt(self.real**2 + self.imag**2) +946 def __rmul__(self, other): +947 return self * other +948 +949 def __truediv__(self, other): +950 if isinstance(other, np.ndarray): +951 return 1 / (other / self) +952 elif hasattr(other, 'real') and hasattr(other, 'imag'): +953 r = other.real ** 2 + other.imag ** 2 +954 return CObs((self.real * other.real + self.imag * other.imag) / r, (self.imag * other.real - self.real * other.imag) / r) +955 else: +956 return CObs(self.real / other, self.imag / other) +957 +958 def __rtruediv__(self, other): +959 r = self.real ** 2 + self.imag ** 2 +960 if hasattr(other, 'real') and hasattr(other, 'imag'): +961 return CObs((self.real * other.real + self.imag * other.imag) / r, (self.real * other.imag - self.imag * other.real) / r) +962 else: +963 return CObs(self.real * other / r, -self.imag * other / r) 964 -965 def __pos__(self): -966 return self +965 def __abs__(self): +966 return np.sqrt(self.real**2 + self.imag**2) 967 -968 def __neg__(self): -969 return -1 * self +968 def __pos__(self): +969 return self 970 -971 def __eq__(self, other): -972 return self.real == other.real and self.imag == other.imag +971 def __neg__(self): +972 return -1 * self 973 -974 def __str__(self): -975 return '(' + str(self.real) + int(self.imag >= 0.0) * '+' + str(self.imag) + 'j)' +974 def __eq__(self, other): +975 return self.real == other.real and self.imag == other.imag 976 -977 def __repr__(self): -978 return 'CObs[' + str(self) + ']' +977 def __str__(self): +978 return '(' + str(self.real) + int(self.imag >= 0.0) * '+' + str(self.imag) + 'j)' +979 +980 def __repr__(self): +981 return 'CObs[' + str(self) + ']'
874 def __init__(self, real, imag=0.0): -875 self._real = real -876 self._imag = imag -877 self.tag = None + @@ -4305,12 +4317,12 @@ should agree with samples from a full jackknife analysis up to O(1/N).
887 def gamma_method(self, **kwargs): -888 """Executes the gamma_method for the real and the imaginary part.""" -889 if isinstance(self.real, Obs): -890 self.real.gamma_method(**kwargs) -891 if isinstance(self.imag, Obs): -892 self.imag.gamma_method(**kwargs) + @@ -4330,9 +4342,9 @@ should agree with samples from a full jackknife analysis up to O(1/N).
894 def is_zero(self): -895 """Checks whether both real and imaginary part are zero within machine precision.""" -896 return self.real == 0.0 and self.imag == 0.0 + @@ -4352,8 +4364,8 @@ should agree with samples from a full jackknife analysis up to O(1/N).
898 def conjugate(self): -899 return CObs(self.real, -self.imag) + @@ -4372,174 +4384,174 @@ should agree with samples from a full jackknife analysis up to O(1/N).
1103def derived_observable(func, data, array_mode=False, **kwargs): -1104 """Construct a derived Obs according to func(data, **kwargs) using automatic differentiation. -1105 -1106 Parameters -1107 ---------- -1108 func : object -1109 arbitrary function of the form func(data, **kwargs). For the -1110 automatic differentiation to work, all numpy functions have to have -1111 the autograd wrapper (use 'import autograd.numpy as anp'). -1112 data : list -1113 list of Obs, e.g. [obs1, obs2, obs3]. -1114 num_grad : bool -1115 if True, numerical derivatives are used instead of autograd -1116 (default False). To control the numerical differentiation the -1117 kwargs of numdifftools.step_generators.MaxStepGenerator -1118 can be used. -1119 man_grad : list -1120 manually supply a list or an array which contains the jacobian -1121 of func. Use cautiously, supplying the wrong derivative will -1122 not be intercepted. -1123 -1124 Notes -1125 ----- -1126 For simple mathematical operations it can be practical to use anonymous -1127 functions. For the ratio of two observables one can e.g. use -1128 -1129 new_obs = derived_observable(lambda x: x[0] / x[1], [obs1, obs2]) -1130 """ +@@ -4586,46 +4598,46 @@ functions. For the ratio of two observables one can e.g. use1106def derived_observable(func, data, array_mode=False, **kwargs): +1107 """Construct a derived Obs according to func(data, **kwargs) using automatic differentiation. +1108 +1109 Parameters +1110 ---------- +1111 func : object +1112 arbitrary function of the form func(data, **kwargs). For the +1113 automatic differentiation to work, all numpy functions have to have +1114 the autograd wrapper (use 'import autograd.numpy as anp'). +1115 data : list +1116 list of Obs, e.g. [obs1, obs2, obs3]. +1117 num_grad : bool +1118 if True, numerical derivatives are used instead of autograd +1119 (default False). To control the numerical differentiation the +1120 kwargs of numdifftools.step_generators.MaxStepGenerator +1121 can be used. +1122 man_grad : list +1123 manually supply a list or an array which contains the jacobian +1124 of func. Use cautiously, supplying the wrong derivative will +1125 not be intercepted. +1126 +1127 Notes +1128 ----- +1129 For simple mathematical operations it can be practical to use anonymous +1130 functions. For the ratio of two observables one can e.g. use 1131 -1132 data = np.asarray(data) -1133 raveled_data = data.ravel() +1132 new_obs = derived_observable(lambda x: x[0] / x[1], [obs1, obs2]) +1133 """ 1134 -1135 # Workaround for matrix operations containing non Obs data -1136 if not all(isinstance(x, Obs) for x in raveled_data): -1137 for i in range(len(raveled_data)): -1138 if isinstance(raveled_data[i], (int, float)): -1139 raveled_data[i] = cov_Obs(raveled_data[i], 0.0, "###dummy_covobs###") -1140 -1141 allcov = {} -1142 for o in raveled_data: -1143 for name in o.cov_names: -1144 if name in allcov: -1145 if not np.allclose(allcov[name], o.covobs[name].cov): -1146 raise Exception('Inconsistent covariance matrices for %s!' % (name)) -1147 else: -1148 allcov[name] = o.covobs[name].cov -1149 -1150 n_obs = len(raveled_data) -1151 new_names = sorted(set([y for x in [o.names for o in raveled_data] for y in x])) -1152 new_cov_names = sorted(set([y for x in [o.cov_names for o in raveled_data] for y in x])) -1153 new_sample_names = sorted(set(new_names) - set(new_cov_names)) -1154 -1155 reweighted = len(list(filter(lambda o: o.reweighted is True, raveled_data))) > 0 -1156 -1157 if data.ndim == 1: -1158 values = np.array([o.value for o in data]) -1159 else: -1160 values = np.vectorize(lambda x: x.value)(data) -1161 -1162 new_values = func(values, **kwargs) -1163 -1164 multi = int(isinstance(new_values, np.ndarray)) -1165 -1166 new_r_values = {} -1167 new_idl_d = {} -1168 for name in new_sample_names: -1169 idl = [] -1170 tmp_values = np.zeros(n_obs) -1171 for i, item in enumerate(raveled_data): -1172 tmp_values[i] = item.r_values.get(name, item.value) -1173 tmp_idl = item.idl.get(name) -1174 if tmp_idl is not None: -1175 idl.append(tmp_idl) -1176 if multi > 0: -1177 tmp_values = np.array(tmp_values).reshape(data.shape) -1178 new_r_values[name] = func(tmp_values, **kwargs) -1179 new_idl_d[name] = _merge_idx(idl) -1180 -1181 if 'man_grad' in kwargs: -1182 deriv = np.asarray(kwargs.get('man_grad')) -1183 if new_values.shape + data.shape != deriv.shape: -1184 raise Exception('Manual derivative does not have correct shape.') -1185 elif kwargs.get('num_grad') is True: -1186 if multi > 0: -1187 raise Exception('Multi mode currently not supported for numerical derivative') -1188 options = { -1189 'base_step': 0.1, -1190 'step_ratio': 2.5} -1191 for key in options.keys(): -1192 kwarg = kwargs.get(key) -1193 if kwarg is not None: -1194 options[key] = kwarg -1195 tmp_df = nd.Gradient(func, order=4, **{k: v for k, v in options.items() if v is not None})(values, **kwargs) -1196 if tmp_df.size == 1: -1197 deriv = np.array([tmp_df.real]) -1198 else: -1199 deriv = tmp_df.real -1200 else: -1201 deriv = jacobian(func)(values, **kwargs) -1202 -1203 final_result = np.zeros(new_values.shape, dtype=object) -1204 -1205 if array_mode is True: -1206 -1207 class _Zero_grad(): -1208 def __init__(self, N): -1209 self.grad = np.zeros((N, 1)) -1210 -1211 new_covobs_lengths = dict(set([y for x in [[(n, o.covobs[n].N) for n in o.cov_names] for o in raveled_data] for y in x])) -1212 d_extracted = {} -1213 g_extracted = {} -1214 for name in new_sample_names: -1215 d_extracted[name] = [] -1216 ens_length = len(new_idl_d[name]) -1217 for i_dat, dat in enumerate(data): -1218 d_extracted[name].append(np.array([_expand_deltas_for_merge(o.deltas.get(name, np.zeros(ens_length)), o.idl.get(name, new_idl_d[name]), o.shape.get(name, ens_length), new_idl_d[name]) for o in dat.reshape(np.prod(dat.shape))]).reshape(dat.shape + (ens_length, ))) -1219 for name in new_cov_names: -1220 g_extracted[name] = [] -1221 zero_grad = _Zero_grad(new_covobs_lengths[name]) -1222 for i_dat, dat in enumerate(data): -1223 g_extracted[name].append(np.array([o.covobs.get(name, zero_grad).grad for o in dat.reshape(np.prod(dat.shape))]).reshape(dat.shape + (new_covobs_lengths[name], 1))) -1224 -1225 for i_val, new_val in np.ndenumerate(new_values): -1226 new_deltas = {} -1227 new_grad = {} -1228 if array_mode is True: -1229 for name in new_sample_names: -1230 ens_length = d_extracted[name][0].shape[-1] -1231 new_deltas[name] = np.zeros(ens_length) -1232 for i_dat, dat in enumerate(d_extracted[name]): -1233 new_deltas[name] += np.tensordot(deriv[i_val + (i_dat, )], dat) -1234 for name in new_cov_names: -1235 new_grad[name] = 0 -1236 for i_dat, dat in enumerate(g_extracted[name]): -1237 new_grad[name] += np.tensordot(deriv[i_val + (i_dat, )], dat) -1238 else: -1239 for j_obs, obs in np.ndenumerate(data): -1240 for name in obs.names: -1241 if name in obs.cov_names: -1242 new_grad[name] = new_grad.get(name, 0) + deriv[i_val + j_obs] * obs.covobs[name].grad -1243 else: -1244 new_deltas[name] = new_deltas.get(name, 0) + deriv[i_val + j_obs] * _expand_deltas_for_merge(obs.deltas[name], obs.idl[name], obs.shape[name], new_idl_d[name]) -1245 -1246 new_covobs = {name: Covobs(0, allcov[name], name, grad=new_grad[name]) for name in new_grad} -1247 -1248 if not set(new_covobs.keys()).isdisjoint(new_deltas.keys()): -1249 raise Exception('The same name has been used for deltas and covobs!') -1250 new_samples = [] -1251 new_means = [] -1252 new_idl = [] -1253 new_names_obs = [] -1254 for name in new_names: -1255 if name not in new_covobs: -1256 new_samples.append(new_deltas[name]) -1257 new_idl.append(new_idl_d[name]) -1258 new_means.append(new_r_values[name][i_val]) -1259 new_names_obs.append(name) -1260 final_result[i_val] = Obs(new_samples, new_names_obs, means=new_means, idl=new_idl) -1261 for name in new_covobs: -1262 final_result[i_val].names.append(name) -1263 final_result[i_val]._covobs = new_covobs -1264 final_result[i_val]._value = new_val -1265 final_result[i_val].reweighted = reweighted -1266 -1267 if multi == 0: -1268 final_result = final_result.item() +1135 data = np.asarray(data) +1136 raveled_data = data.ravel() +1137 +1138 # Workaround for matrix operations containing non Obs data +1139 if not all(isinstance(x, Obs) for x in raveled_data): +1140 for i in range(len(raveled_data)): +1141 if isinstance(raveled_data[i], (int, float)): +1142 raveled_data[i] = cov_Obs(raveled_data[i], 0.0, "###dummy_covobs###") +1143 +1144 allcov = {} +1145 for o in raveled_data: +1146 for name in o.cov_names: +1147 if name in allcov: +1148 if not np.allclose(allcov[name], o.covobs[name].cov): +1149 raise Exception('Inconsistent covariance matrices for %s!' % (name)) +1150 else: +1151 allcov[name] = o.covobs[name].cov +1152 +1153 n_obs = len(raveled_data) +1154 new_names = sorted(set([y for x in [o.names for o in raveled_data] for y in x])) +1155 new_cov_names = sorted(set([y for x in [o.cov_names for o in raveled_data] for y in x])) +1156 new_sample_names = sorted(set(new_names) - set(new_cov_names)) +1157 +1158 reweighted = len(list(filter(lambda o: o.reweighted is True, raveled_data))) > 0 +1159 +1160 if data.ndim == 1: +1161 values = np.array([o.value for o in data]) +1162 else: +1163 values = np.vectorize(lambda x: x.value)(data) +1164 +1165 new_values = func(values, **kwargs) +1166 +1167 multi = int(isinstance(new_values, np.ndarray)) +1168 +1169 new_r_values = {} +1170 new_idl_d = {} +1171 for name in new_sample_names: +1172 idl = [] +1173 tmp_values = np.zeros(n_obs) +1174 for i, item in enumerate(raveled_data): +1175 tmp_values[i] = item.r_values.get(name, item.value) +1176 tmp_idl = item.idl.get(name) +1177 if tmp_idl is not None: +1178 idl.append(tmp_idl) +1179 if multi > 0: +1180 tmp_values = np.array(tmp_values).reshape(data.shape) +1181 new_r_values[name] = func(tmp_values, **kwargs) +1182 new_idl_d[name] = _merge_idx(idl) +1183 +1184 if 'man_grad' in kwargs: +1185 deriv = np.asarray(kwargs.get('man_grad')) +1186 if new_values.shape + data.shape != deriv.shape: +1187 raise Exception('Manual derivative does not have correct shape.') +1188 elif kwargs.get('num_grad') is True: +1189 if multi > 0: +1190 raise Exception('Multi mode currently not supported for numerical derivative') +1191 options = { +1192 'base_step': 0.1, +1193 'step_ratio': 2.5} +1194 for key in options.keys(): +1195 kwarg = kwargs.get(key) +1196 if kwarg is not None: +1197 options[key] = kwarg +1198 tmp_df = nd.Gradient(func, order=4, **{k: v for k, v in options.items() if v is not None})(values, **kwargs) +1199 if tmp_df.size == 1: +1200 deriv = np.array([tmp_df.real]) +1201 else: +1202 deriv = tmp_df.real +1203 else: +1204 deriv = jacobian(func)(values, **kwargs) +1205 +1206 final_result = np.zeros(new_values.shape, dtype=object) +1207 +1208 if array_mode is True: +1209 +1210 class _Zero_grad(): +1211 def __init__(self, N): +1212 self.grad = np.zeros((N, 1)) +1213 +1214 new_covobs_lengths = dict(set([y for x in [[(n, o.covobs[n].N) for n in o.cov_names] for o in raveled_data] for y in x])) +1215 d_extracted = {} +1216 g_extracted = {} +1217 for name in new_sample_names: +1218 d_extracted[name] = [] +1219 ens_length = len(new_idl_d[name]) +1220 for i_dat, dat in enumerate(data): +1221 d_extracted[name].append(np.array([_expand_deltas_for_merge(o.deltas.get(name, np.zeros(ens_length)), o.idl.get(name, new_idl_d[name]), o.shape.get(name, ens_length), new_idl_d[name]) for o in dat.reshape(np.prod(dat.shape))]).reshape(dat.shape + (ens_length, ))) +1222 for name in new_cov_names: +1223 g_extracted[name] = [] +1224 zero_grad = _Zero_grad(new_covobs_lengths[name]) +1225 for i_dat, dat in enumerate(data): +1226 g_extracted[name].append(np.array([o.covobs.get(name, zero_grad).grad for o in dat.reshape(np.prod(dat.shape))]).reshape(dat.shape + (new_covobs_lengths[name], 1))) +1227 +1228 for i_val, new_val in np.ndenumerate(new_values): +1229 new_deltas = {} +1230 new_grad = {} +1231 if array_mode is True: +1232 for name in new_sample_names: +1233 ens_length = d_extracted[name][0].shape[-1] +1234 new_deltas[name] = np.zeros(ens_length) +1235 for i_dat, dat in enumerate(d_extracted[name]): +1236 new_deltas[name] += np.tensordot(deriv[i_val + (i_dat, )], dat) +1237 for name in new_cov_names: +1238 new_grad[name] = 0 +1239 for i_dat, dat in enumerate(g_extracted[name]): +1240 new_grad[name] += np.tensordot(deriv[i_val + (i_dat, )], dat) +1241 else: +1242 for j_obs, obs in np.ndenumerate(data): +1243 for name in obs.names: +1244 if name in obs.cov_names: +1245 new_grad[name] = new_grad.get(name, 0) + deriv[i_val + j_obs] * obs.covobs[name].grad +1246 else: +1247 new_deltas[name] = new_deltas.get(name, 0) + deriv[i_val + j_obs] * _expand_deltas_for_merge(obs.deltas[name], obs.idl[name], obs.shape[name], new_idl_d[name]) +1248 +1249 new_covobs = {name: Covobs(0, allcov[name], name, grad=new_grad[name]) for name in new_grad} +1250 +1251 if not set(new_covobs.keys()).isdisjoint(new_deltas.keys()): +1252 raise Exception('The same name has been used for deltas and covobs!') +1253 new_samples = [] +1254 new_means = [] +1255 new_idl = [] +1256 new_names_obs = [] +1257 for name in new_names: +1258 if name not in new_covobs: +1259 new_samples.append(new_deltas[name]) +1260 new_idl.append(new_idl_d[name]) +1261 new_means.append(new_r_values[name][i_val]) +1262 new_names_obs.append(name) +1263 final_result[i_val] = Obs(new_samples, new_names_obs, means=new_means, idl=new_idl) +1264 for name in new_covobs: +1265 final_result[i_val].names.append(name) +1266 final_result[i_val]._covobs = new_covobs +1267 final_result[i_val]._value = new_val +1268 final_result[i_val].reweighted = reweighted 1269 -1270 return final_result +1270 if multi == 0: +1271 final_result = final_result.item() +1272 +1273 return final_result
1307def reweight(weight, obs, **kwargs): -1308 """Reweight a list of observables. -1309 -1310 Parameters -1311 ---------- -1312 weight : Obs -1313 Reweighting factor. An Observable that has to be defined on a superset of the -1314 configurations in obs[i].idl for all i. -1315 obs : list -1316 list of Obs, e.g. [obs1, obs2, obs3]. -1317 all_configs : bool -1318 if True, the reweighted observables are normalized by the average of -1319 the reweighting factor on all configurations in weight.idl and not -1320 on the configurations in obs[i].idl. Default False. -1321 """ -1322 result = [] -1323 for i in range(len(obs)): -1324 if len(obs[i].cov_names): -1325 raise Exception('Error: Not possible to reweight an Obs that contains covobs!') -1326 if not set(obs[i].names).issubset(weight.names): -1327 raise Exception('Error: Ensembles do not fit') -1328 for name in obs[i].names: -1329 if not set(obs[i].idl[name]).issubset(weight.idl[name]): -1330 raise Exception('obs[%d] has to be defined on a subset of the configs in weight.idl[%s]!' % (i, name)) -1331 new_samples = [] -1332 w_deltas = {} -1333 for name in sorted(obs[i].names): -1334 w_deltas[name] = _reduce_deltas(weight.deltas[name], weight.idl[name], obs[i].idl[name]) -1335 new_samples.append((w_deltas[name] + weight.r_values[name]) * (obs[i].deltas[name] + obs[i].r_values[name])) -1336 tmp_obs = Obs(new_samples, sorted(obs[i].names), idl=[obs[i].idl[name] for name in sorted(obs[i].names)]) -1337 -1338 if kwargs.get('all_configs'): -1339 new_weight = weight -1340 else: -1341 new_weight = Obs([w_deltas[name] + weight.r_values[name] for name in sorted(obs[i].names)], sorted(obs[i].names), idl=[obs[i].idl[name] for name in sorted(obs[i].names)]) -1342 -1343 result.append(tmp_obs / new_weight) -1344 result[-1].reweighted = True +@@ -4659,47 +4671,47 @@ on the configurations in obs[i].idl. Default False.1310def reweight(weight, obs, **kwargs): +1311 """Reweight a list of observables. +1312 +1313 Parameters +1314 ---------- +1315 weight : Obs +1316 Reweighting factor. An Observable that has to be defined on a superset of the +1317 configurations in obs[i].idl for all i. +1318 obs : list +1319 list of Obs, e.g. [obs1, obs2, obs3]. +1320 all_configs : bool +1321 if True, the reweighted observables are normalized by the average of +1322 the reweighting factor on all configurations in weight.idl and not +1323 on the configurations in obs[i].idl. Default False. +1324 """ +1325 result = [] +1326 for i in range(len(obs)): +1327 if len(obs[i].cov_names): +1328 raise Exception('Error: Not possible to reweight an Obs that contains covobs!') +1329 if not set(obs[i].names).issubset(weight.names): +1330 raise Exception('Error: Ensembles do not fit') +1331 for name in obs[i].names: +1332 if not set(obs[i].idl[name]).issubset(weight.idl[name]): +1333 raise Exception('obs[%d] has to be defined on a subset of the configs in weight.idl[%s]!' % (i, name)) +1334 new_samples = [] +1335 w_deltas = {} +1336 for name in sorted(obs[i].names): +1337 w_deltas[name] = _reduce_deltas(weight.deltas[name], weight.idl[name], obs[i].idl[name]) +1338 new_samples.append((w_deltas[name] + weight.r_values[name]) * (obs[i].deltas[name] + obs[i].r_values[name])) +1339 tmp_obs = Obs(new_samples, sorted(obs[i].names), idl=[obs[i].idl[name] for name in sorted(obs[i].names)]) +1340 +1341 if kwargs.get('all_configs'): +1342 new_weight = weight +1343 else: +1344 new_weight = Obs([w_deltas[name] + weight.r_values[name] for name in sorted(obs[i].names)], sorted(obs[i].names), idl=[obs[i].idl[name] for name in sorted(obs[i].names)]) 1345 -1346 return result +1346 result.append(tmp_obs / new_weight) +1347 result[-1].reweighted = True +1348 +1349 return result
1349def correlate(obs_a, obs_b): -1350 """Correlate two observables. -1351 -1352 Parameters -1353 ---------- -1354 obs_a : Obs -1355 First observable -1356 obs_b : Obs -1357 Second observable -1358 -1359 Notes -1360 ----- -1361 Keep in mind to only correlate primary observables which have not been reweighted -1362 yet. The reweighting has to be applied after correlating the observables. -1363 Currently only works if ensembles are identical (this is not strictly necessary). -1364 """ -1365 -1366 if sorted(obs_a.names) != sorted(obs_b.names): -1367 raise Exception(f"Ensembles do not fit {set(sorted(obs_a.names)) ^ set(sorted(obs_b.names))}") -1368 if len(obs_a.cov_names) or len(obs_b.cov_names): -1369 raise Exception('Error: Not possible to correlate Obs that contain covobs!') -1370 for name in obs_a.names: -1371 if obs_a.shape[name] != obs_b.shape[name]: -1372 raise Exception('Shapes of ensemble', name, 'do not fit') -1373 if obs_a.idl[name] != obs_b.idl[name]: -1374 raise Exception('idl of ensemble', name, 'do not fit') -1375 -1376 if obs_a.reweighted is True: -1377 warnings.warn("The first observable is already reweighted.", RuntimeWarning) -1378 if obs_b.reweighted is True: -1379 warnings.warn("The second observable is already reweighted.", RuntimeWarning) -1380 -1381 new_samples = [] -1382 new_idl = [] -1383 for name in sorted(obs_a.names): -1384 new_samples.append((obs_a.deltas[name] + obs_a.r_values[name]) * (obs_b.deltas[name] + obs_b.r_values[name])) -1385 new_idl.append(obs_a.idl[name]) -1386 -1387 o = Obs(new_samples, sorted(obs_a.names), idl=new_idl) -1388 o.reweighted = obs_a.reweighted or obs_b.reweighted -1389 return o +@@ -4734,74 +4746,74 @@ Currently only works if ensembles are identical (this is not strictly necessary)1352def correlate(obs_a, obs_b): +1353 """Correlate two observables. +1354 +1355 Parameters +1356 ---------- +1357 obs_a : Obs +1358 First observable +1359 obs_b : Obs +1360 Second observable +1361 +1362 Notes +1363 ----- +1364 Keep in mind to only correlate primary observables which have not been reweighted +1365 yet. The reweighting has to be applied after correlating the observables. +1366 Currently only works if ensembles are identical (this is not strictly necessary). +1367 """ +1368 +1369 if sorted(obs_a.names) != sorted(obs_b.names): +1370 raise Exception(f"Ensembles do not fit {set(sorted(obs_a.names)) ^ set(sorted(obs_b.names))}") +1371 if len(obs_a.cov_names) or len(obs_b.cov_names): +1372 raise Exception('Error: Not possible to correlate Obs that contain covobs!') +1373 for name in obs_a.names: +1374 if obs_a.shape[name] != obs_b.shape[name]: +1375 raise Exception('Shapes of ensemble', name, 'do not fit') +1376 if obs_a.idl[name] != obs_b.idl[name]: +1377 raise Exception('idl of ensemble', name, 'do not fit') +1378 +1379 if obs_a.reweighted is True: +1380 warnings.warn("The first observable is already reweighted.", RuntimeWarning) +1381 if obs_b.reweighted is True: +1382 warnings.warn("The second observable is already reweighted.", RuntimeWarning) +1383 +1384 new_samples = [] +1385 new_idl = [] +1386 for name in sorted(obs_a.names): +1387 new_samples.append((obs_a.deltas[name] + obs_a.r_values[name]) * (obs_b.deltas[name] + obs_b.r_values[name])) +1388 new_idl.append(obs_a.idl[name]) +1389 +1390 o = Obs(new_samples, sorted(obs_a.names), idl=new_idl) +1391 o.reweighted = obs_a.reweighted or obs_b.reweighted +1392 return o
1392def covariance(obs, visualize=False, correlation=False, smooth=None, **kwargs): -1393 r'''Calculates the error covariance matrix of a set of observables. -1394 -1395 WARNING: This function should be used with care, especially for observables with support on multiple -1396 ensembles with differing autocorrelations. See the notes below for details. +@@ -4853,24 +4865,24 @@ This construction ensures that the estimated covariance matrix is positive semi-1395def covariance(obs, visualize=False, correlation=False, smooth=None, **kwargs): +1396 r'''Calculates the error covariance matrix of a set of observables. 1397 -1398 The gamma method has to be applied first to all observables. -1399 -1400 Parameters -1401 ---------- -1402 obs : list or numpy.ndarray -1403 List or one dimensional array of Obs -1404 visualize : bool -1405 If True plots the corresponding normalized correlation matrix (default False). -1406 correlation : bool -1407 If True the correlation matrix instead of the error covariance matrix is returned (default False). -1408 smooth : None or int -1409 If smooth is an integer 'E' between 2 and the dimension of the matrix minus 1 the eigenvalue -1410 smoothing procedure of hep-lat/9412087 is applied to the correlation matrix which leaves the -1411 largest E eigenvalues essentially unchanged and smoothes the smaller eigenvalues to avoid extremely -1412 small ones. -1413 -1414 Notes -1415 ----- -1416 The error covariance is defined such that it agrees with the squared standard error for two identical observables -1417 $$\operatorname{cov}(a,a)=\sum_{s=1}^N\delta_a^s\delta_a^s/N^2=\Gamma_{aa}(0)/N=\operatorname{var}(a)/N=\sigma_a^2$$ -1418 in the absence of autocorrelation. -1419 The error covariance is estimated by calculating the correlation matrix assuming no autocorrelation and then rescaling the correlation matrix by the full errors including the previous gamma method estimate for the autocorrelation of the observables. The covariance at windowsize 0 is guaranteed to be positive semi-definite -1420 $$\sum_{i,j}v_i\Gamma_{ij}(0)v_j=\frac{1}{N}\sum_{s=1}^N\sum_{i,j}v_i\delta_i^s\delta_j^s v_j=\frac{1}{N}\sum_{s=1}^N\sum_{i}|v_i\delta_i^s|^2\geq 0\,,$$ for every $v\in\mathbb{R}^M$, while such an identity does not hold for larger windows/lags. -1421 For observables defined on a single ensemble our approximation is equivalent to assuming that the integrated autocorrelation time of an off-diagonal element is equal to the geometric mean of the integrated autocorrelation times of the corresponding diagonal elements. -1422 $$\tau_{\mathrm{int}, ij}=\sqrt{\tau_{\mathrm{int}, i}\times \tau_{\mathrm{int}, j}}$$ -1423 This construction ensures that the estimated covariance matrix is positive semi-definite (up to numerical rounding errors). -1424 ''' -1425 -1426 length = len(obs) -1427 -1428 max_samples = np.max([o.N for o in obs]) -1429 if max_samples <= length and not [item for sublist in [o.cov_names for o in obs] for item in sublist]: -1430 warnings.warn(f"The dimension of the covariance matrix ({length}) is larger or equal to the number of samples ({max_samples}). This will result in a rank deficient matrix.", RuntimeWarning) -1431 -1432 cov = np.zeros((length, length)) -1433 for i in range(length): -1434 for j in range(i, length): -1435 cov[i, j] = _covariance_element(obs[i], obs[j]) -1436 cov = cov + cov.T - np.diag(np.diag(cov)) -1437 -1438 corr = np.diag(1 / np.sqrt(np.diag(cov))) @ cov @ np.diag(1 / np.sqrt(np.diag(cov))) -1439 -1440 if isinstance(smooth, int): -1441 corr = _smooth_eigenvalues(corr, smooth) +1398 WARNING: This function should be used with care, especially for observables with support on multiple +1399 ensembles with differing autocorrelations. See the notes below for details. +1400 +1401 The gamma method has to be applied first to all observables. +1402 +1403 Parameters +1404 ---------- +1405 obs : list or numpy.ndarray +1406 List or one dimensional array of Obs +1407 visualize : bool +1408 If True plots the corresponding normalized correlation matrix (default False). +1409 correlation : bool +1410 If True the correlation matrix instead of the error covariance matrix is returned (default False). +1411 smooth : None or int +1412 If smooth is an integer 'E' between 2 and the dimension of the matrix minus 1 the eigenvalue +1413 smoothing procedure of hep-lat/9412087 is applied to the correlation matrix which leaves the +1414 largest E eigenvalues essentially unchanged and smoothes the smaller eigenvalues to avoid extremely +1415 small ones. +1416 +1417 Notes +1418 ----- +1419 The error covariance is defined such that it agrees with the squared standard error for two identical observables +1420 $$\operatorname{cov}(a,a)=\sum_{s=1}^N\delta_a^s\delta_a^s/N^2=\Gamma_{aa}(0)/N=\operatorname{var}(a)/N=\sigma_a^2$$ +1421 in the absence of autocorrelation. +1422 The error covariance is estimated by calculating the correlation matrix assuming no autocorrelation and then rescaling the correlation matrix by the full errors including the previous gamma method estimate for the autocorrelation of the observables. The covariance at windowsize 0 is guaranteed to be positive semi-definite +1423 $$\sum_{i,j}v_i\Gamma_{ij}(0)v_j=\frac{1}{N}\sum_{s=1}^N\sum_{i,j}v_i\delta_i^s\delta_j^s v_j=\frac{1}{N}\sum_{s=1}^N\sum_{i}|v_i\delta_i^s|^2\geq 0\,,$$ for every $v\in\mathbb{R}^M$, while such an identity does not hold for larger windows/lags. +1424 For observables defined on a single ensemble our approximation is equivalent to assuming that the integrated autocorrelation time of an off-diagonal element is equal to the geometric mean of the integrated autocorrelation times of the corresponding diagonal elements. +1425 $$\tau_{\mathrm{int}, ij}=\sqrt{\tau_{\mathrm{int}, i}\times \tau_{\mathrm{int}, j}}$$ +1426 This construction ensures that the estimated covariance matrix is positive semi-definite (up to numerical rounding errors). +1427 ''' +1428 +1429 length = len(obs) +1430 +1431 max_samples = np.max([o.N for o in obs]) +1432 if max_samples <= length and not [item for sublist in [o.cov_names for o in obs] for item in sublist]: +1433 warnings.warn(f"The dimension of the covariance matrix ({length}) is larger or equal to the number of samples ({max_samples}). This will result in a rank deficient matrix.", RuntimeWarning) +1434 +1435 cov = np.zeros((length, length)) +1436 for i in range(length): +1437 for j in range(i, length): +1438 cov[i, j] = _covariance_element(obs[i], obs[j]) +1439 cov = cov + cov.T - np.diag(np.diag(cov)) +1440 +1441 corr = np.diag(1 / np.sqrt(np.diag(cov))) @ cov @ np.diag(1 / np.sqrt(np.diag(cov))) 1442 -1443 if visualize: -1444 plt.matshow(corr, vmin=-1, vmax=1) -1445 plt.set_cmap('RdBu') -1446 plt.colorbar() -1447 plt.draw() -1448 -1449 if correlation is True: -1450 return corr +1443 if isinstance(smooth, int): +1444 corr = _smooth_eigenvalues(corr, smooth) +1445 +1446 if visualize: +1447 plt.matshow(corr, vmin=-1, vmax=1) +1448 plt.set_cmap('RdBu') +1449 plt.colorbar() +1450 plt.draw() 1451 -1452 errors = [o.dvalue for o in obs] -1453 cov = np.diag(errors) @ corr @ np.diag(errors) +1452 if correlation is True: +1453 return corr 1454 -1455 eigenvalues = np.linalg.eigh(cov)[0] -1456 if not np.all(eigenvalues >= 0): -1457 warnings.warn("Covariance matrix is not positive semi-definite (Eigenvalues: " + str(eigenvalues) + ")", RuntimeWarning) -1458 -1459 return cov +1455 errors = [o.dvalue for o in obs] +1456 cov = np.diag(errors) @ corr @ np.diag(errors) +1457 +1458 eigenvalues = np.linalg.eigh(cov)[0] +1459 if not np.all(eigenvalues >= 0): +1460 warnings.warn("Covariance matrix is not positive semi-definite (Eigenvalues: " + str(eigenvalues) + ")", RuntimeWarning) +1461 +1462 return cov
1539def import_jackknife(jacks, name, idl=None): -1540 """Imports jackknife samples and returns an Obs -1541 -1542 Parameters -1543 ---------- -1544 jacks : numpy.ndarray -1545 numpy array containing the mean value as zeroth entry and -1546 the N jackknife samples as first to Nth entry. -1547 name : str -1548 name of the ensemble the samples are defined on. -1549 """ -1550 length = len(jacks) - 1 -1551 prj = (np.ones((length, length)) - (length - 1) * np.identity(length)) -1552 samples = jacks[1:] @ prj -1553 mean = np.mean(samples) -1554 new_obs = Obs([samples - mean], [name], idl=idl, means=[mean]) -1555 new_obs._value = jacks[0] -1556 return new_obs +@@ -4900,34 +4912,34 @@ name of the ensemble the samples are defined on.1542def import_jackknife(jacks, name, idl=None): +1543 """Imports jackknife samples and returns an Obs +1544 +1545 Parameters +1546 ---------- +1547 jacks : numpy.ndarray +1548 numpy array containing the mean value as zeroth entry and +1549 the N jackknife samples as first to Nth entry. +1550 name : str +1551 name of the ensemble the samples are defined on. +1552 """ +1553 length = len(jacks) - 1 +1554 prj = (np.ones((length, length)) - (length - 1) * np.identity(length)) +1555 samples = jacks[1:] @ prj +1556 mean = np.mean(samples) +1557 new_obs = Obs([samples - mean], [name], idl=idl, means=[mean]) +1558 new_obs._value = jacks[0] +1559 return new_obs
1559def merge_obs(list_of_obs): -1560 """Combine all observables in list_of_obs into one new observable -1561 -1562 Parameters -1563 ---------- -1564 list_of_obs : list -1565 list of the Obs object to be combined -1566 -1567 Notes -1568 ----- -1569 It is not possible to combine obs which are based on the same replicum -1570 """ -1571 replist = [item for obs in list_of_obs for item in obs.names] -1572 if (len(replist) == len(set(replist))) is False: -1573 raise Exception('list_of_obs contains duplicate replica: %s' % (str(replist))) -1574 if any([len(o.cov_names) for o in list_of_obs]): -1575 raise Exception('Not possible to merge data that contains covobs!') -1576 new_dict = {} -1577 idl_dict = {} -1578 for o in list_of_obs: -1579 new_dict.update({key: o.deltas.get(key, 0) + o.r_values.get(key, 0) -1580 for key in set(o.deltas) | set(o.r_values)}) -1581 idl_dict.update({key: o.idl.get(key, 0) for key in set(o.deltas)}) -1582 -1583 names = sorted(new_dict.keys()) -1584 o = Obs([new_dict[name] for name in names], names, idl=[idl_dict[name] for name in names]) -1585 o.reweighted = np.max([oi.reweighted for oi in list_of_obs]) -1586 return o +@@ -4958,47 +4970,47 @@ list of the Obs object to be combined1562def merge_obs(list_of_obs): +1563 """Combine all observables in list_of_obs into one new observable +1564 +1565 Parameters +1566 ---------- +1567 list_of_obs : list +1568 list of the Obs object to be combined +1569 +1570 Notes +1571 ----- +1572 It is not possible to combine obs which are based on the same replicum +1573 """ +1574 replist = [item for obs in list_of_obs for item in obs.names] +1575 if (len(replist) == len(set(replist))) is False: +1576 raise Exception('list_of_obs contains duplicate replica: %s' % (str(replist))) +1577 if any([len(o.cov_names) for o in list_of_obs]): +1578 raise Exception('Not possible to merge data that contains covobs!') +1579 new_dict = {} +1580 idl_dict = {} +1581 for o in list_of_obs: +1582 new_dict.update({key: o.deltas.get(key, 0) + o.r_values.get(key, 0) +1583 for key in set(o.deltas) | set(o.r_values)}) +1584 idl_dict.update({key: o.idl.get(key, 0) for key in set(o.deltas)}) +1585 +1586 names = sorted(new_dict.keys()) +1587 o = Obs([new_dict[name] for name in names], names, idl=[idl_dict[name] for name in names]) +1588 o.reweighted = np.max([oi.reweighted for oi in list_of_obs]) +1589 return o
1589def cov_Obs(means, cov, name, grad=None): -1590 """Create an Obs based on mean(s) and a covariance matrix -1591 -1592 Parameters -1593 ---------- -1594 mean : list of floats or float -1595 N mean value(s) of the new Obs -1596 cov : list or array -1597 2d (NxN) Covariance matrix, 1d diagonal entries or 0d covariance -1598 name : str -1599 identifier for the covariance matrix -1600 grad : list or array -1601 Gradient of the Covobs wrt. the means belonging to cov. -1602 """ -1603 -1604 def covobs_to_obs(co): -1605 """Make an Obs out of a Covobs +1592def cov_Obs(means, cov, name, grad=None): +1593 """Create an Obs based on mean(s) and a covariance matrix +1594 +1595 Parameters +1596 ---------- +1597 mean : list of floats or float +1598 N mean value(s) of the new Obs +1599 cov : list or array +1600 2d (NxN) Covariance matrix, 1d diagonal entries or 0d covariance +1601 name : str +1602 identifier for the covariance matrix +1603 grad : list or array +1604 Gradient of the Covobs wrt. the means belonging to cov. +1605 """ 1606 -1607 Parameters -1608 ---------- -1609 co : Covobs -1610 Covobs to be embedded into the Obs -1611 """ -1612 o = Obs([], [], means=[]) -1613 o._value = co.value -1614 o.names.append(co.name) -1615 o._covobs[co.name] = co -1616 o._dvalue = np.sqrt(co.errsq()) -1617 return o -1618 -1619 ol = [] -1620 if isinstance(means, (float, int)): -1621 means = [means] -1622 -1623 for i in range(len(means)): -1624 ol.append(covobs_to_obs(Covobs(means[i], cov, name, pos=i, grad=grad))) -1625 if ol[0].covobs[name].N != len(means): -1626 raise Exception('You have to provide %d mean values!' % (ol[0].N)) -1627 if len(ol) == 1: -1628 return ol[0] -1629 return ol +1607 def covobs_to_obs(co): +1608 """Make an Obs out of a Covobs +1609 +1610 Parameters +1611 ---------- +1612 co : Covobs +1613 Covobs to be embedded into the Obs +1614 """ +1615 o = Obs([], [], means=[]) +1616 o._value = co.value +1617 o.names.append(co.name) +1618 o._covobs[co.name] = co +1619 o._dvalue = np.sqrt(co.errsq()) +1620 return o +1621 +1622 ol = [] +1623 if isinstance(means, (float, int)): +1624 means = [means] +1625 +1626 for i in range(len(means)): +1627 ol.append(covobs_to_obs(Covobs(means[i], cov, name, pos=i, grad=grad))) +1628 if ol[0].covobs[name].N != len(means): +1629 raise Exception('You have to provide %d mean values!' % (ol[0].N)) +1630 if len(ol) == 1: +1631 return ol[0] +1632 return ol