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fix: corrected bias correction of tau_int for irregular chains

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This commit is contained in:
Simon Kuberski 2022-10-17 17:40:27 +02:00
parent fd4c866fdd
commit 89b0c37e76
2 changed files with 32 additions and 7 deletions
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19
tests/obs_test.py
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@ -649,6 +649,25 @@ def test_gamma_method_irregular():
ol = [a, b]
o = (ol[0] - ol[1]) / (ol[1])
N = 1000
dat = gen_autocorrelated_array(np.random.normal(1, .2, size=N), .8)
idl_a = list(range(0, 1001, 1))
idl_a.remove(101)
oa = pe.Obs([dat], ["ens1"], idl=[idl_a])
oa.gamma_method()
tau_a = oa.e_tauint["ens1"]
idl_b = list(range(0, 10010, 10))
idl_b.remove(1010)
ob = pe.Obs([dat], ["ens1"], idl=[idl_b])
ob.gamma_method()
tau_b = ob.e_tauint["ens1"]
assert np.isclose(tau_a, tau_b)
def test_covariance_is_variance():
value = np.random.normal(5, 10)