Commit graph

159 commits

Author SHA1 Message Date
Fabian Joswig
74b0f77c2d feat: covariance is now estimated from the uncorrelated correlation
matrix rescaled by the full (correlated) errors.
2022-03-01 14:32:13 +00:00
Fabian Joswig
82419b7a88 feat: positive semi-definite estimator for the covariance implemented,
fits.covariance matrix deprecated, covariance can now handle lists of
observables.
2022-03-01 09:45:25 +00:00
Fabian Joswig
498a251072 refactor!: if clause in Obs.__init__ eliminated, empty observables need
to be initialized with means=[] from now on.
2022-02-28 13:43:49 +00:00
Fabian Joswig
42df254288 refactor: else case for empty observables in Obs.__init__ simplified. 2022-02-28 13:26:48 +00:00
Fabian Joswig
0f749fd107 refactor: instantiation of Obs in import_jackknife slightly optimized 2022-02-28 13:25:09 +00:00
Fabian Joswig
344da7a3d9 feat: first version of strictly positive semi-definite covariance 2022-02-26 08:45:33 +00:00
Fabian Joswig
24a0df6a2a feat: a warning is now issued when an estimated covariance matrix is not
positive semi-definite. Docstrings extended.
2022-02-24 16:12:37 +00:00
Simon Kuberski
86b1371363 Adjusted function definitions, added test for _merge_idx 2022-02-23 17:51:12 +01:00
Simon Kuberski
3288dfd148 _merge_idx now returns sorted lists 2022-02-23 17:31:18 +01:00
Fabian Joswig
a0753fa984 fix: parameter 'means' of Obs.__init__ demoted to a keyword argument.
Documentation of 'means' removed from the docstring.
2022-02-15 13:16:25 +00:00
Fabian Joswig
e80fde6630 fix: Obs.dump can now be provided with a description for the json.gz
file
2022-02-13 16:21:27 +00:00
Simon Kuberski
5818dbe883 Bugfix in _reduce_deltas. Results were correct, but performance was bad 2022-02-10 14:49:12 +01:00
Fabian Joswig
8f2312240f refactor: pseudo_Obs moved to misc 2022-02-09 11:38:00 +00:00
Fabian Joswig
0a1a9ce1a1 docs: docstrings and comments cleaned up 2022-02-09 11:33:16 +00:00
Fabian Joswig
f51503555b fix: CObs can now be added and multiplied to as well as subtracted from
Obs in all combinations
2022-02-08 17:07:40 +00:00
Fabian Joswig
6971e8cd9b refactor: unnecessary keywords for call to numdifftools removed, test
against numerical differentiation made stricter.
2022-02-07 14:51:25 +00:00
Fabian Joswig
a97d0c31a6 refactor: removed comment on rescaling of texp on case of irregular idl
which is no longer used in the code.
2022-02-07 14:36:22 +00:00
Fabian Joswig
9aab654256 fix: output of skew and kurtosis in title of plot_history moved to new line for
readability.
2022-01-21 14:07:34 +00:00
Fabian Joswig
de6ea7902b fix: plot_tauint and plot_rho now generate separate figures for
different ensembles again, saving the figures now also works for
multiple ensembles.
2022-01-21 14:04:35 +00:00
Fabian Joswig
9b52a9a615 feat!: dump methods now export to the json.gz format by default. Pickle
format can be chosen via parameter.
2022-01-19 10:43:18 +00:00
Fabian Joswig
59eb1ee546 fix: skew and kurtosis now correctly calculated for non regular data in
Obs.plot_history
2022-01-18 18:08:55 +00:00
Fabian Joswig
268f71fa19 feat: precision of printed p-values in Obs.plot_history increased 2022-01-17 14:56:33 +00:00
Fabian Joswig
0918330f13 feat: p-values added to skew and kurtosis in Obs.plot_history 2022-01-17 14:55:14 +00:00
Fabian Joswig
4f3b2d22d5 feat: skew and kurtosis added to Obs.plot_history 2022-01-17 14:45:54 +00:00
Fabian Joswig
b7da7f4b7e refactor: unnecessary overloading of np.sinc removed, tests added 2021-12-23 12:29:42 +01:00
Fabian Joswig
64a8bc690f refactor!: Obs.print method removed 2021-12-23 12:21:40 +01:00
Simon Kuberski
16ba1c1ee0 Removed parameter covobs from Obs.__init__ 2021-12-14 14:15:40 +01:00
Simon Kuberski
588d0045f2 Removed unnecessary entries for idl and shape in case of covobs. Changed Obs.covobs to Obs._covobs 2021-12-14 13:07:20 +01:00
Fabian Joswig
68a9a962d7 docs: docstring of covariance adjusted. 2021-12-13 17:11:26 +00:00
Fabian Joswig
ec20ee38a6 feat!: covariance replaced by covariance2, window altered to minimum of
the window of the two observables. Tests adjusted.
2021-12-13 17:06:03 +00:00
Fabian Joswig
3fd63f8b67 refactor: bare excepts removed. 2021-12-13 14:47:57 +00:00
Fabian Joswig
5f2e33ccda feat: repetative len(sample) calles reintroduced 2021-12-10 16:31:42 +00:00
Fabian Joswig
1ab16612d9 feat: changed the way empty obs are initialized 2021-12-10 16:24:40 +00:00
Fabian Joswig
7b433c8df7 refactor: unneeded parameter empty removed 2021-12-10 16:12:38 +00:00
Fabian Joswig
67ca53681a fix: workaround for non Obs valued objects in derived_observable now
also works outside of array mode.
2021-12-10 14:37:58 +00:00
Fabian Joswig
352b93ee2c fix: the covariance functions now correctly check whether the
gamma_method was run. Tests added.
2021-12-09 13:06:49 +00:00
Fabian Joswig
8879e6b382 refactor: check in Obs.__init__ withe means!=None removed which could
never be reached.
2021-12-09 09:44:50 +00:00
Fabian Joswig
ae53daa915 refactor: calculation of N in Obs.__init__ optimized 2021-12-08 16:14:48 +00:00
Fabian Joswig
2702b5519d refactor: loop and if clause eliminated in Obs.__init__ 2021-12-08 16:11:44 +00:00
Fabian Joswig
52705d8fcd refactor: minor simplifications in derived_observable 2021-12-08 15:26:27 +00:00
Fabian Joswig
140268c1c9 refactor: two loops over new_sample_names merged. 2021-12-08 15:17:32 +00:00
Fabian Joswig
3f0040a815 refactor: generation of new r_values in derived_observable simplified. 2021-12-08 15:09:40 +00:00
Fabian Joswig
5ced94e086 feat: check for non Obs objects in derived observable optimized and only performed in array mode 2021-12-08 15:00:44 +00:00
Fabian Joswig
1db59a9fdc feat: derived_observable now uses covobs when an input is not an Obs.
This should result in a small speedup for all operations as one iteration over all data can
be dropped.
2021-12-08 14:34:48 +00:00
Simon Kuberski
a5cf0270d3 Hidden _set_cov and _set_grad, modified test for equality of covs 2021-12-08 08:55:40 +01:00
Simon Kuberski
3190140023 Ensure fixed dimensions of cov and grad in covobs. Allow for differences of O(1e-14) in two cov matrices, when combining observables 2021-12-07 17:15:46 +01:00
Fabian Joswig
370cd34e0f refactor!: covariance3 removed 2021-12-07 08:31:24 +00:00
Fabian Joswig
e8bcf8de6f fix: array mode now also works with covobs with N>1 2021-12-07 08:09:38 +00:00
Fabian Joswig
df6b151c13 fix: array mode now works with elements defined on different ensembles 2021-12-07 07:36:24 +00:00
Fabian Joswig
b0610544a8 fix: array mode now works for elements with different covobs 2021-12-07 07:29:05 +00:00