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feat: correlated_fit now throws an exception when the correlation matrix

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is ill conditioned with respect to the machine precision.

Criterion for warning for ill-conditioned covariance matrix changed to cond > sqrt(eps)

Test added.
This commit is contained in:
Fabian Joswig 2022-03-09 12:24:52 +00:00
parent a069f84264
commit e6813a6c8e
2 changed files with 10 additions and 2 deletions
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6
tests/fits_test.py
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@ -375,6 +375,12 @@ def test_fit_no_autograd():
pe.total_least_squares(oy, oy, func)
def test_singular_correlated_fit():
obs1 = pe.pseudo_Obs(1.0, 0.1, 'test')
with pytest.raises(Exception):
pe.fits.fit_lin([0, 1], [obs1, obs1], correlated_fit=True)
def test_ks_test():
def f(a, x):
y = a[0] + a[1] * x