From c0e3c433d02c80fe851a265b6f4dab2c2623ae95 Mon Sep 17 00:00:00 2001 From: Fabian Joswig Date: Wed, 16 Nov 2022 10:43:12 +0000 Subject: [PATCH] docs: warning added to docstring of covariance. --- pyerrors/obs.py | 3 +++ 1 file changed, 3 insertions(+) diff --git a/pyerrors/obs.py b/pyerrors/obs.py index fb195644..02d16103 100644 --- a/pyerrors/obs.py +++ b/pyerrors/obs.py @@ -1430,6 +1430,9 @@ def correlate(obs_a, obs_b): def covariance(obs, visualize=False, correlation=False, smooth=None, **kwargs): r'''Calculates the error covariance matrix of a set of observables. + WARNING: This function should be used with care, especially for observables with support on multiple + ensembles with differing autocorrelations. See the notes below for details. + The gamma method has to be applied first to all observables. Parameters