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Bug in covariance fixed that appeared when working with several replica of

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different length.
This commit is contained in:
Fabian Joswig 2020-11-03 15:09:07 +01:00
parent fc853f81c0
commit 97fc279eed
1 changed files with 2 additions and 2 deletions
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pyerrors/pyerrors.py
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@ -852,12 +852,12 @@ def covariance(obs1, obs2, correlation=False, **kwargs):
r_length.append(len(obs1.deltas[r_name])) r_length.append(len(obs1.deltas[r_name]))
gamma += np.sum(obs1.deltas[r_name] * obs2.deltas[r_name]) / len(obs1.deltas[r_name]) gamma += np.sum(obs1.deltas[r_name] * obs2.deltas[r_name])
e_N = np.sum(r_length) e_N = np.sum(r_length)
tau_combined = (obs1.e_tauint[e_name] + obs2.e_tauint[e_name]) / 2 tau_combined = (obs1.e_tauint[e_name] + obs2.e_tauint[e_name]) / 2
dvalue += gamma * (1 + 1 / e_N) / e_N * 2 * tau_combined dvalue += gamma / e_N * (1 + 1 / e_N) / e_N * 2 * tau_combined
if np.abs(dvalue / obs1.dvalue / obs2.dvalue) > 1.0: if np.abs(dvalue / obs1.dvalue / obs2.dvalue) > 1.0:
dvalue = np.sign(dvalue) * obs1.dvalue * obs2.dvalue dvalue = np.sign(dvalue) * obs1.dvalue * obs2.dvalue