mirror of
https://github.com/fjosw/pyerrors.git
synced 2025-05-15 12:03:42 +02:00
Documentation updated
This commit is contained in:
parent
17e9ea3faf
commit
aae63410aa
2 changed files with 17 additions and 2 deletions
|
@ -101,7 +101,16 @@ pyerrors </h1>
|
|||
|
||||
<div class="docstring"><h1 id="what-is-pyerrors">What is pyerrors?</h1>
|
||||
|
||||
<p><code><a href="">pyerrors</a></code> is a python package for error computation and propagation of Markov chain Monte Carlo data.</p>
|
||||
<p><code><a href="">pyerrors</a></code> is a python package for error computation and propagation of Markov chain Monte Carlo data.
|
||||
It is based on the <strong>gamma method</strong> <a href="https://arxiv.org/abs/hep-lat/0306017">arXiv:hep-lat/0306017</a>. Some of its features are:</p>
|
||||
|
||||
<ul>
|
||||
<li><strong>automatic differentiation</strong> as suggested in <a href="https://arxiv.org/abs/1809.01289">arXiv:1809.01289</a> (partly based on the <a href="https://github.com/HIPS/autograd">autograd</a> package)</li>
|
||||
<li><strong>treatment of slow modes</strong> in the simulation as suggested in <a href="https://arxiv.org/abs/1009.5228">arXiv:1009.5228</a></li>
|
||||
<li>coherent <strong>error propagation</strong> for data from <strong>different Markov chains</strong></li>
|
||||
<li><strong>non-linear fits with x- and y-errors</strong> and exact linear error propagation based on automatic differentiation as introduced in [arXiv:1809.01289]</li>
|
||||
<li><strong>real and complex matrix operations</strong> and their error propagation based on automatic differentiation (cholesky decomposition, calculation of eigenvalues and eigenvectors, singular value decomposition...)</li>
|
||||
</ul>
|
||||
|
||||
<h2 id="getting-started">Getting started</h2>
|
||||
|
||||
|
@ -167,6 +176,12 @@ pyerrors </h1>
|
|||
<div class="codehilite"><pre><span></span><span class="sa">r</span><span class="sd">'''</span>
|
||||
<span class="sd"># What is pyerrors?</span>
|
||||
<span class="sd">`pyerrors` is a python package for error computation and propagation of Markov chain Monte Carlo data.</span>
|
||||
<span class="sd">It is based on the **gamma method** [arXiv:hep-lat/0306017](https://arxiv.org/abs/hep-lat/0306017). Some of its features are:</span>
|
||||
<span class="sd">- **automatic differentiation** as suggested in [arXiv:1809.01289](https://arxiv.org/abs/1809.01289) (partly based on the [autograd](https://github.com/HIPS/autograd) package)</span>
|
||||
<span class="sd">- **treatment of slow modes** in the simulation as suggested in [arXiv:1009.5228](https://arxiv.org/abs/1009.5228)</span>
|
||||
<span class="sd">- coherent **error propagation** for data from **different Markov chains**</span>
|
||||
<span class="sd">- **non-linear fits with x- and y-errors** and exact linear error propagation based on automatic differentiation as introduced in [arXiv:1809.01289]</span>
|
||||
<span class="sd">- **real and complex matrix operations** and their error propagation based on automatic differentiation (cholesky decomposition, calculation of eigenvalues and eigenvectors, singular value decomposition...)</span>
|
||||
|
||||
<span class="sd">## Getting started</span>
|
||||
|
||||
|
|
Loading…
Add table
Add a link
Reference in a new issue