docs: typos in example notebooks corrected.

This commit is contained in:
Fabian Joswig 2022-07-21 13:29:27 +01:00
parent aa04a55bda
commit 62814c1fff
2 changed files with 6 additions and 19 deletions

View file

@ -11,7 +11,7 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"Import pyerrors, as well as autograd wrapped numpy and matplotlib."
"Import numpy, matplotlib and pyerrors."
]
},
{
@ -91,7 +91,7 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"`pyerrors` overloads all basic math operations, the user can work with these `Obs` as if they were real numbers. The proper resampling is performed in the background via automatic differentiation."
"`pyerrors` overloads all basic math operations, the user can work with these `Obs` as if they were real numbers. The proper error propagation is performed in the background via automatic differentiation."
]
},
{
@ -179,7 +179,7 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"This figure shows the windowsize dependence of the integrated autocorrelation time. The red vertical line signalizes the window chosen by the automatic windowing procedure with $S=2.0$.\n",
"This figure shows the windowsize dependence of the integrated autocorrelation time. The vertical line signalizes the window chosen by the automatic windowing procedure with $S=2.0$.\n",
"Choosing a larger windowsize would not significantly alter $\\tau_\\text{int}$, so everything seems to be correct here."
]
},
@ -283,7 +283,7 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"We can now redo the error analysis and alter the value of S or attach a tail to the autocorrelation function to take into account long range autocorrelations"
"We can now redo the error analysis and alter the value of S or attach a tail to the autocorrelation function via the parameter `tau_exp` to take into account long range autocorrelations"
]
},
{