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Documentation updated
This commit is contained in:
fjosw
parent
604e806b0f
commit
03e6966e95
3 changed files with 99 additions and 48 deletions
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@ -56,6 +56,12 @@
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<li>
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<a class="function" href="#Covobs.errsq">errsq</a>
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</li>
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<li>
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<a class="variable" href="#Covobs.cov">cov</a>
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</li>
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<li>
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<a class="variable" href="#Covobs.grad">grad</a>
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</li>
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</ul>
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</li>
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@ -100,18 +106,7 @@
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<span class="sd"> grad : list or array</span>
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<span class="sd"> Gradient of the Covobs wrt. the means belonging to cov.</span>
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<span class="sd"> """</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">cov</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">(</span><span class="n">cov</span><span class="p">)</span>
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<span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">cov</span><span class="o">.</span><span class="n">ndim</span> <span class="o">==</span> <span class="mi">0</span><span class="p">:</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">N</span> <span class="o">=</span> <span class="mi">1</span>
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<span class="k">elif</span> <span class="bp">self</span><span class="o">.</span><span class="n">cov</span><span class="o">.</span><span class="n">ndim</span> <span class="o">==</span> <span class="mi">1</span><span class="p">:</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">N</span> <span class="o">=</span> <span class="nb">len</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">cov</span><span class="p">)</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">cov</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">diag</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">cov</span><span class="p">)</span>
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<span class="k">elif</span> <span class="bp">self</span><span class="o">.</span><span class="n">cov</span><span class="o">.</span><span class="n">ndim</span> <span class="o">==</span> <span class="mi">2</span><span class="p">:</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">N</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">cov</span><span class="o">.</span><span class="n">shape</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span>
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<span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">cov</span><span class="o">.</span><span class="n">shape</span><span class="p">[</span><span class="mi">1</span><span class="p">]</span> <span class="o">!=</span> <span class="bp">self</span><span class="o">.</span><span class="n">N</span><span class="p">:</span>
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<span class="k">raise</span> <span class="ne">Exception</span><span class="p">(</span><span class="s1">'Covariance matrix has to be a square matrix!'</span><span class="p">)</span>
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<span class="k">else</span><span class="p">:</span>
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<span class="k">raise</span> <span class="ne">Exception</span><span class="p">(</span><span class="s1">'Covariance matrix has to be a 2 dimensional square matrix!'</span><span class="p">)</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">_set_cov</span><span class="p">(</span><span class="n">cov</span><span class="p">)</span>
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<span class="k">if</span> <span class="s1">'|'</span> <span class="ow">in</span> <span class="n">name</span><span class="p">:</span>
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<span class="k">raise</span> <span class="ne">Exception</span><span class="p">(</span><span class="s2">"Covobs name must not contain replica separator '|'."</span><span class="p">)</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">name</span> <span class="o">=</span> <span class="n">name</span>
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@ -124,16 +119,46 @@
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<span class="k">else</span><span class="p">:</span>
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<span class="k">if</span> <span class="n">pos</span> <span class="o">></span> <span class="bp">self</span><span class="o">.</span><span class="n">N</span><span class="p">:</span>
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<span class="k">raise</span> <span class="ne">Exception</span><span class="p">(</span><span class="s1">'pos </span><span class="si">%d</span><span class="s1"> too large for covariance matrix with dimension </span><span class="si">%d</span><span class="s1">x</span><span class="si">%d</span><span class="s1">!'</span> <span class="o">%</span> <span class="p">(</span><span class="n">pos</span><span class="p">,</span> <span class="bp">self</span><span class="o">.</span><span class="n">N</span><span class="p">,</span> <span class="bp">self</span><span class="o">.</span><span class="n">N</span><span class="p">))</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">grad</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">zeros</span><span class="p">((</span><span class="bp">self</span><span class="o">.</span><span class="n">N</span><span class="p">,</span> <span class="mi">1</span><span class="p">))</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">grad</span><span class="p">[</span><span class="n">pos</span><span class="p">]</span> <span class="o">=</span> <span class="mf">1.</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">_grad</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">zeros</span><span class="p">((</span><span class="bp">self</span><span class="o">.</span><span class="n">N</span><span class="p">,</span> <span class="mi">1</span><span class="p">))</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">_grad</span><span class="p">[</span><span class="n">pos</span><span class="p">]</span> <span class="o">=</span> <span class="mf">1.</span>
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<span class="k">else</span><span class="p">:</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">grad</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">(</span><span class="n">grad</span><span class="p">)</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">_set_grad</span><span class="p">(</span><span class="n">grad</span><span class="p">)</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">value</span> <span class="o">=</span> <span class="n">mean</span>
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<span class="k">def</span> <span class="nf">errsq</span><span class="p">(</span><span class="bp">self</span><span class="p">):</span>
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<span class="sd">""" Return the variance (= square of the error) of the Covobs</span>
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<span class="sd"> """</span>
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<span class="k">return</span> <span class="nb">float</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">dot</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">transpose</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">grad</span><span class="p">),</span> <span class="n">np</span><span class="o">.</span><span class="n">dot</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">cov</span><span class="p">,</span> <span class="bp">self</span><span class="o">.</span><span class="n">grad</span><span class="p">)))</span>
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<span class="k">def</span> <span class="nf">_set_cov</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">cov</span><span class="p">):</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">_cov</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">(</span><span class="n">cov</span><span class="p">)</span>
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<span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">_cov</span><span class="o">.</span><span class="n">ndim</span> <span class="o">==</span> <span class="mi">0</span><span class="p">:</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">N</span> <span class="o">=</span> <span class="mi">1</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">_cov</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">diag</span><span class="p">([</span><span class="bp">self</span><span class="o">.</span><span class="n">_cov</span><span class="p">])</span>
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<span class="k">elif</span> <span class="bp">self</span><span class="o">.</span><span class="n">_cov</span><span class="o">.</span><span class="n">ndim</span> <span class="o">==</span> <span class="mi">1</span><span class="p">:</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">N</span> <span class="o">=</span> <span class="nb">len</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">_cov</span><span class="p">)</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">_cov</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">diag</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">_cov</span><span class="p">)</span>
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<span class="k">elif</span> <span class="bp">self</span><span class="o">.</span><span class="n">_cov</span><span class="o">.</span><span class="n">ndim</span> <span class="o">==</span> <span class="mi">2</span><span class="p">:</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">N</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">_cov</span><span class="o">.</span><span class="n">shape</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span>
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<span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">_cov</span><span class="o">.</span><span class="n">shape</span><span class="p">[</span><span class="mi">1</span><span class="p">]</span> <span class="o">!=</span> <span class="bp">self</span><span class="o">.</span><span class="n">N</span><span class="p">:</span>
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<span class="k">raise</span> <span class="ne">Exception</span><span class="p">(</span><span class="s1">'Covariance matrix has to be a square matrix!'</span><span class="p">)</span>
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<span class="k">else</span><span class="p">:</span>
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<span class="k">raise</span> <span class="ne">Exception</span><span class="p">(</span><span class="s1">'Covariance matrix has to be a 2 dimensional square matrix!'</span><span class="p">)</span>
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<span class="k">def</span> <span class="nf">_set_grad</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">grad</span><span class="p">):</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">_grad</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">(</span><span class="n">grad</span><span class="p">)</span>
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<span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">_grad</span><span class="o">.</span><span class="n">ndim</span> <span class="ow">in</span> <span class="p">[</span><span class="mi">0</span><span class="p">,</span> <span class="mi">1</span><span class="p">]:</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">_grad</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">_grad</span><span class="p">,</span> <span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">N</span><span class="p">,</span> <span class="mi">1</span><span class="p">))</span>
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<span class="k">elif</span> <span class="bp">self</span><span class="o">.</span><span class="n">_grad</span><span class="o">.</span><span class="n">ndim</span> <span class="o">!=</span> <span class="mi">2</span><span class="p">:</span>
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<span class="k">raise</span> <span class="ne">Exception</span><span class="p">(</span><span class="s1">'Invalid dimension of grad!'</span><span class="p">)</span>
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<span class="nd">@property</span>
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<span class="k">def</span> <span class="nf">cov</span><span class="p">(</span><span class="bp">self</span><span class="p">):</span>
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<span class="k">return</span> <span class="bp">self</span><span class="o">.</span><span class="n">_cov</span>
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<span class="nd">@property</span>
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<span class="k">def</span> <span class="nf">grad</span><span class="p">(</span><span class="bp">self</span><span class="p">):</span>
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<span class="k">return</span> <span class="bp">self</span><span class="o">.</span><span class="n">_grad</span>
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</pre></div>
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</details>
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@ -169,18 +194,7 @@
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<span class="sd"> grad : list or array</span>
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<span class="sd"> Gradient of the Covobs wrt. the means belonging to cov.</span>
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<span class="sd"> """</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">cov</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">(</span><span class="n">cov</span><span class="p">)</span>
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<span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">cov</span><span class="o">.</span><span class="n">ndim</span> <span class="o">==</span> <span class="mi">0</span><span class="p">:</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">N</span> <span class="o">=</span> <span class="mi">1</span>
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<span class="k">elif</span> <span class="bp">self</span><span class="o">.</span><span class="n">cov</span><span class="o">.</span><span class="n">ndim</span> <span class="o">==</span> <span class="mi">1</span><span class="p">:</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">N</span> <span class="o">=</span> <span class="nb">len</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">cov</span><span class="p">)</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">cov</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">diag</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">cov</span><span class="p">)</span>
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<span class="k">elif</span> <span class="bp">self</span><span class="o">.</span><span class="n">cov</span><span class="o">.</span><span class="n">ndim</span> <span class="o">==</span> <span class="mi">2</span><span class="p">:</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">N</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">cov</span><span class="o">.</span><span class="n">shape</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span>
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<span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">cov</span><span class="o">.</span><span class="n">shape</span><span class="p">[</span><span class="mi">1</span><span class="p">]</span> <span class="o">!=</span> <span class="bp">self</span><span class="o">.</span><span class="n">N</span><span class="p">:</span>
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<span class="k">raise</span> <span class="ne">Exception</span><span class="p">(</span><span class="s1">'Covariance matrix has to be a square matrix!'</span><span class="p">)</span>
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<span class="k">else</span><span class="p">:</span>
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<span class="k">raise</span> <span class="ne">Exception</span><span class="p">(</span><span class="s1">'Covariance matrix has to be a 2 dimensional square matrix!'</span><span class="p">)</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">_set_cov</span><span class="p">(</span><span class="n">cov</span><span class="p">)</span>
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<span class="k">if</span> <span class="s1">'|'</span> <span class="ow">in</span> <span class="n">name</span><span class="p">:</span>
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<span class="k">raise</span> <span class="ne">Exception</span><span class="p">(</span><span class="s2">"Covobs name must not contain replica separator '|'."</span><span class="p">)</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">name</span> <span class="o">=</span> <span class="n">name</span>
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@ -193,16 +207,46 @@
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<span class="k">else</span><span class="p">:</span>
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<span class="k">if</span> <span class="n">pos</span> <span class="o">></span> <span class="bp">self</span><span class="o">.</span><span class="n">N</span><span class="p">:</span>
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<span class="k">raise</span> <span class="ne">Exception</span><span class="p">(</span><span class="s1">'pos </span><span class="si">%d</span><span class="s1"> too large for covariance matrix with dimension </span><span class="si">%d</span><span class="s1">x</span><span class="si">%d</span><span class="s1">!'</span> <span class="o">%</span> <span class="p">(</span><span class="n">pos</span><span class="p">,</span> <span class="bp">self</span><span class="o">.</span><span class="n">N</span><span class="p">,</span> <span class="bp">self</span><span class="o">.</span><span class="n">N</span><span class="p">))</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">grad</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">zeros</span><span class="p">((</span><span class="bp">self</span><span class="o">.</span><span class="n">N</span><span class="p">,</span> <span class="mi">1</span><span class="p">))</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">grad</span><span class="p">[</span><span class="n">pos</span><span class="p">]</span> <span class="o">=</span> <span class="mf">1.</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">_grad</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">zeros</span><span class="p">((</span><span class="bp">self</span><span class="o">.</span><span class="n">N</span><span class="p">,</span> <span class="mi">1</span><span class="p">))</span>
|
||||
<span class="bp">self</span><span class="o">.</span><span class="n">_grad</span><span class="p">[</span><span class="n">pos</span><span class="p">]</span> <span class="o">=</span> <span class="mf">1.</span>
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<span class="k">else</span><span class="p">:</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">grad</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">(</span><span class="n">grad</span><span class="p">)</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">_set_grad</span><span class="p">(</span><span class="n">grad</span><span class="p">)</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">value</span> <span class="o">=</span> <span class="n">mean</span>
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<span class="k">def</span> <span class="nf">errsq</span><span class="p">(</span><span class="bp">self</span><span class="p">):</span>
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<span class="sd">""" Return the variance (= square of the error) of the Covobs</span>
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<span class="sd"> """</span>
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<span class="k">return</span> <span class="nb">float</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">dot</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">transpose</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">grad</span><span class="p">),</span> <span class="n">np</span><span class="o">.</span><span class="n">dot</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">cov</span><span class="p">,</span> <span class="bp">self</span><span class="o">.</span><span class="n">grad</span><span class="p">)))</span>
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|
||||
<span class="k">def</span> <span class="nf">_set_cov</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">cov</span><span class="p">):</span>
|
||||
<span class="bp">self</span><span class="o">.</span><span class="n">_cov</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">(</span><span class="n">cov</span><span class="p">)</span>
|
||||
<span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">_cov</span><span class="o">.</span><span class="n">ndim</span> <span class="o">==</span> <span class="mi">0</span><span class="p">:</span>
|
||||
<span class="bp">self</span><span class="o">.</span><span class="n">N</span> <span class="o">=</span> <span class="mi">1</span>
|
||||
<span class="bp">self</span><span class="o">.</span><span class="n">_cov</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">diag</span><span class="p">([</span><span class="bp">self</span><span class="o">.</span><span class="n">_cov</span><span class="p">])</span>
|
||||
<span class="k">elif</span> <span class="bp">self</span><span class="o">.</span><span class="n">_cov</span><span class="o">.</span><span class="n">ndim</span> <span class="o">==</span> <span class="mi">1</span><span class="p">:</span>
|
||||
<span class="bp">self</span><span class="o">.</span><span class="n">N</span> <span class="o">=</span> <span class="nb">len</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">_cov</span><span class="p">)</span>
|
||||
<span class="bp">self</span><span class="o">.</span><span class="n">_cov</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">diag</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">_cov</span><span class="p">)</span>
|
||||
<span class="k">elif</span> <span class="bp">self</span><span class="o">.</span><span class="n">_cov</span><span class="o">.</span><span class="n">ndim</span> <span class="o">==</span> <span class="mi">2</span><span class="p">:</span>
|
||||
<span class="bp">self</span><span class="o">.</span><span class="n">N</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">_cov</span><span class="o">.</span><span class="n">shape</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span>
|
||||
<span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">_cov</span><span class="o">.</span><span class="n">shape</span><span class="p">[</span><span class="mi">1</span><span class="p">]</span> <span class="o">!=</span> <span class="bp">self</span><span class="o">.</span><span class="n">N</span><span class="p">:</span>
|
||||
<span class="k">raise</span> <span class="ne">Exception</span><span class="p">(</span><span class="s1">'Covariance matrix has to be a square matrix!'</span><span class="p">)</span>
|
||||
<span class="k">else</span><span class="p">:</span>
|
||||
<span class="k">raise</span> <span class="ne">Exception</span><span class="p">(</span><span class="s1">'Covariance matrix has to be a 2 dimensional square matrix!'</span><span class="p">)</span>
|
||||
|
||||
<span class="k">def</span> <span class="nf">_set_grad</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">grad</span><span class="p">):</span>
|
||||
<span class="bp">self</span><span class="o">.</span><span class="n">_grad</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">(</span><span class="n">grad</span><span class="p">)</span>
|
||||
<span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">_grad</span><span class="o">.</span><span class="n">ndim</span> <span class="ow">in</span> <span class="p">[</span><span class="mi">0</span><span class="p">,</span> <span class="mi">1</span><span class="p">]:</span>
|
||||
<span class="bp">self</span><span class="o">.</span><span class="n">_grad</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">_grad</span><span class="p">,</span> <span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">N</span><span class="p">,</span> <span class="mi">1</span><span class="p">))</span>
|
||||
<span class="k">elif</span> <span class="bp">self</span><span class="o">.</span><span class="n">_grad</span><span class="o">.</span><span class="n">ndim</span> <span class="o">!=</span> <span class="mi">2</span><span class="p">:</span>
|
||||
<span class="k">raise</span> <span class="ne">Exception</span><span class="p">(</span><span class="s1">'Invalid dimension of grad!'</span><span class="p">)</span>
|
||||
|
||||
<span class="nd">@property</span>
|
||||
<span class="k">def</span> <span class="nf">cov</span><span class="p">(</span><span class="bp">self</span><span class="p">):</span>
|
||||
<span class="k">return</span> <span class="bp">self</span><span class="o">.</span><span class="n">_cov</span>
|
||||
|
||||
<span class="nd">@property</span>
|
||||
<span class="k">def</span> <span class="nf">grad</span><span class="p">(</span><span class="bp">self</span><span class="p">):</span>
|
||||
<span class="k">return</span> <span class="bp">self</span><span class="o">.</span><span class="n">_grad</span>
|
||||
</pre></div>
|
||||
|
||||
</details>
|
||||
|
|
@ -235,18 +279,7 @@
|
|||
<span class="sd"> grad : list or array</span>
|
||||
<span class="sd"> Gradient of the Covobs wrt. the means belonging to cov.</span>
|
||||
<span class="sd"> """</span>
|
||||
<span class="bp">self</span><span class="o">.</span><span class="n">cov</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">(</span><span class="n">cov</span><span class="p">)</span>
|
||||
<span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">cov</span><span class="o">.</span><span class="n">ndim</span> <span class="o">==</span> <span class="mi">0</span><span class="p">:</span>
|
||||
<span class="bp">self</span><span class="o">.</span><span class="n">N</span> <span class="o">=</span> <span class="mi">1</span>
|
||||
<span class="k">elif</span> <span class="bp">self</span><span class="o">.</span><span class="n">cov</span><span class="o">.</span><span class="n">ndim</span> <span class="o">==</span> <span class="mi">1</span><span class="p">:</span>
|
||||
<span class="bp">self</span><span class="o">.</span><span class="n">N</span> <span class="o">=</span> <span class="nb">len</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">cov</span><span class="p">)</span>
|
||||
<span class="bp">self</span><span class="o">.</span><span class="n">cov</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">diag</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">cov</span><span class="p">)</span>
|
||||
<span class="k">elif</span> <span class="bp">self</span><span class="o">.</span><span class="n">cov</span><span class="o">.</span><span class="n">ndim</span> <span class="o">==</span> <span class="mi">2</span><span class="p">:</span>
|
||||
<span class="bp">self</span><span class="o">.</span><span class="n">N</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">cov</span><span class="o">.</span><span class="n">shape</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span>
|
||||
<span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">cov</span><span class="o">.</span><span class="n">shape</span><span class="p">[</span><span class="mi">1</span><span class="p">]</span> <span class="o">!=</span> <span class="bp">self</span><span class="o">.</span><span class="n">N</span><span class="p">:</span>
|
||||
<span class="k">raise</span> <span class="ne">Exception</span><span class="p">(</span><span class="s1">'Covariance matrix has to be a square matrix!'</span><span class="p">)</span>
|
||||
<span class="k">else</span><span class="p">:</span>
|
||||
<span class="k">raise</span> <span class="ne">Exception</span><span class="p">(</span><span class="s1">'Covariance matrix has to be a 2 dimensional square matrix!'</span><span class="p">)</span>
|
||||
<span class="bp">self</span><span class="o">.</span><span class="n">_set_cov</span><span class="p">(</span><span class="n">cov</span><span class="p">)</span>
|
||||
<span class="k">if</span> <span class="s1">'|'</span> <span class="ow">in</span> <span class="n">name</span><span class="p">:</span>
|
||||
<span class="k">raise</span> <span class="ne">Exception</span><span class="p">(</span><span class="s2">"Covobs name must not contain replica separator '|'."</span><span class="p">)</span>
|
||||
<span class="bp">self</span><span class="o">.</span><span class="n">name</span> <span class="o">=</span> <span class="n">name</span>
|
||||
|
|
@ -259,10 +292,10 @@
|
|||
<span class="k">else</span><span class="p">:</span>
|
||||
<span class="k">if</span> <span class="n">pos</span> <span class="o">></span> <span class="bp">self</span><span class="o">.</span><span class="n">N</span><span class="p">:</span>
|
||||
<span class="k">raise</span> <span class="ne">Exception</span><span class="p">(</span><span class="s1">'pos </span><span class="si">%d</span><span class="s1"> too large for covariance matrix with dimension </span><span class="si">%d</span><span class="s1">x</span><span class="si">%d</span><span class="s1">!'</span> <span class="o">%</span> <span class="p">(</span><span class="n">pos</span><span class="p">,</span> <span class="bp">self</span><span class="o">.</span><span class="n">N</span><span class="p">,</span> <span class="bp">self</span><span class="o">.</span><span class="n">N</span><span class="p">))</span>
|
||||
<span class="bp">self</span><span class="o">.</span><span class="n">grad</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">zeros</span><span class="p">((</span><span class="bp">self</span><span class="o">.</span><span class="n">N</span><span class="p">,</span> <span class="mi">1</span><span class="p">))</span>
|
||||
<span class="bp">self</span><span class="o">.</span><span class="n">grad</span><span class="p">[</span><span class="n">pos</span><span class="p">]</span> <span class="o">=</span> <span class="mf">1.</span>
|
||||
<span class="bp">self</span><span class="o">.</span><span class="n">_grad</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">zeros</span><span class="p">((</span><span class="bp">self</span><span class="o">.</span><span class="n">N</span><span class="p">,</span> <span class="mi">1</span><span class="p">))</span>
|
||||
<span class="bp">self</span><span class="o">.</span><span class="n">_grad</span><span class="p">[</span><span class="n">pos</span><span class="p">]</span> <span class="o">=</span> <span class="mf">1.</span>
|
||||
<span class="k">else</span><span class="p">:</span>
|
||||
<span class="bp">self</span><span class="o">.</span><span class="n">grad</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">(</span><span class="n">grad</span><span class="p">)</span>
|
||||
<span class="bp">self</span><span class="o">.</span><span class="n">_set_grad</span><span class="p">(</span><span class="n">grad</span><span class="p">)</span>
|
||||
<span class="bp">self</span><span class="o">.</span><span class="n">value</span> <span class="o">=</span> <span class="n">mean</span>
|
||||
</pre></div>
|
||||
|
||||
|
|
@ -311,6 +344,24 @@ Gradient of the Covobs wrt. the means belonging to cov.</li>
|
|||
</div>
|
||||
|
||||
|
||||
</div>
|
||||
<div id="Covobs.cov" class="classattr">
|
||||
<div class="attr variable"><a class="headerlink" href="#Covobs.cov">#  </a>
|
||||
|
||||
<span class="name">cov</span>
|
||||
</div>
|
||||
|
||||
|
||||
|
||||
</div>
|
||||
<div id="Covobs.grad" class="classattr">
|
||||
<div class="attr variable"><a class="headerlink" href="#Covobs.grad">#  </a>
|
||||
|
||||
<span class="name">grad</span>
|
||||
</div>
|
||||
|
||||
|
||||
|
||||
</div>
|
||||
</section>
|
||||
</main>
|
||||
|
|
|
|||
|
|
@ -1392,7 +1392,7 @@
|
|||
<span class="k">for</span> <span class="n">o</span> <span class="ow">in</span> <span class="n">raveled_data</span><span class="p">:</span>
|
||||
<span class="k">for</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">o</span><span class="o">.</span><span class="n">cov_names</span><span class="p">:</span>
|
||||
<span class="k">if</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">allcov</span><span class="p">:</span>
|
||||
<span class="k">if</span> <span class="ow">not</span> <span class="n">np</span><span class="o">.</span><span class="n">array_equal</span><span class="p">(</span><span class="n">allcov</span><span class="p">[</span><span class="n">name</span><span class="p">],</span> <span class="n">o</span><span class="o">.</span><span class="n">covobs</span><span class="p">[</span><span class="n">name</span><span class="p">]</span><span class="o">.</span><span class="n">cov</span><span class="p">):</span>
|
||||
<span class="k">if</span> <span class="ow">not</span> <span class="n">np</span><span class="o">.</span><span class="n">allclose</span><span class="p">(</span><span class="n">allcov</span><span class="p">[</span><span class="n">name</span><span class="p">],</span> <span class="n">o</span><span class="o">.</span><span class="n">covobs</span><span class="p">[</span><span class="n">name</span><span class="p">]</span><span class="o">.</span><span class="n">cov</span><span class="p">):</span>
|
||||
<span class="k">raise</span> <span class="ne">Exception</span><span class="p">(</span><span class="s1">'Inconsistent covariance matrices for </span><span class="si">%s</span><span class="s1">!'</span> <span class="o">%</span> <span class="p">(</span><span class="n">name</span><span class="p">))</span>
|
||||
<span class="k">else</span><span class="p">:</span>
|
||||
<span class="n">allcov</span><span class="p">[</span><span class="n">name</span><span class="p">]</span> <span class="o">=</span> <span class="n">o</span><span class="o">.</span><span class="n">covobs</span><span class="p">[</span><span class="n">name</span><span class="p">]</span><span class="o">.</span><span class="n">cov</span>
|
||||
|
|
@ -4610,7 +4610,7 @@ should agree with samples from a full jackknife analysis up to O(1/N).</li>
|
|||
<span class="k">for</span> <span class="n">o</span> <span class="ow">in</span> <span class="n">raveled_data</span><span class="p">:</span>
|
||||
<span class="k">for</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">o</span><span class="o">.</span><span class="n">cov_names</span><span class="p">:</span>
|
||||
<span class="k">if</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">allcov</span><span class="p">:</span>
|
||||
<span class="k">if</span> <span class="ow">not</span> <span class="n">np</span><span class="o">.</span><span class="n">array_equal</span><span class="p">(</span><span class="n">allcov</span><span class="p">[</span><span class="n">name</span><span class="p">],</span> <span class="n">o</span><span class="o">.</span><span class="n">covobs</span><span class="p">[</span><span class="n">name</span><span class="p">]</span><span class="o">.</span><span class="n">cov</span><span class="p">):</span>
|
||||
<span class="k">if</span> <span class="ow">not</span> <span class="n">np</span><span class="o">.</span><span class="n">allclose</span><span class="p">(</span><span class="n">allcov</span><span class="p">[</span><span class="n">name</span><span class="p">],</span> <span class="n">o</span><span class="o">.</span><span class="n">covobs</span><span class="p">[</span><span class="n">name</span><span class="p">]</span><span class="o">.</span><span class="n">cov</span><span class="p">):</span>
|
||||
<span class="k">raise</span> <span class="ne">Exception</span><span class="p">(</span><span class="s1">'Inconsistent covariance matrices for </span><span class="si">%s</span><span class="s1">!'</span> <span class="o">%</span> <span class="p">(</span><span class="n">name</span><span class="p">))</span>
|
||||
<span class="k">else</span><span class="p">:</span>
|
||||
<span class="n">allcov</span><span class="p">[</span><span class="n">name</span><span class="p">]</span> <span class="o">=</span> <span class="n">o</span><span class="o">.</span><span class="n">covobs</span><span class="p">[</span><span class="n">name</span><span class="p">]</span><span class="o">.</span><span class="n">cov</span>
|
||||
|
|
|
|||
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Add table
Reference in a new issue