Commit graph

826 commits

Author SHA1 Message Date
Fabian Joswig
587cf6f9b0
Merge branch 'develop' into feature/eigenvalue_smoothing 2022-03-31 11:46:23 +01:00
Fabian Joswig
40fea8a698 Merge branch 'v2.1.0+dev' into develop 2022-03-31 11:41:25 +01:00
Fabian Joswig
f907c62b41 Version number bumped to 2.0.0, CHANGELOG updated. 2022-03-31 11:25:37 +01:00
Fabian Joswig
cd2f361a3e tests: tests for linalg and obs extended. 2022-03-24 11:45:18 +00:00
Fabian Joswig
c9e1cd10af feat: implemented unary positive operation for Obs and CObs classes,
included tolerance for exception in Obs.plot_piechart
2022-03-24 11:44:36 +00:00
Fabian Joswig
da45a398b7 refactor: unnecessary parameter rtol removed from Obs.is_zero 2022-03-22 10:26:48 +00:00
Fabian Joswig
6d8cbe2545
Merge pull request #89 from fjosw/fix/precision_is_zero
Precision of is_zero
2022-03-22 10:24:08 +00:00
Fabian Joswig
2a02020a71 fix: Increased the precision at which two observables are considered to
be equal.
2022-03-21 16:45:37 +00:00
Fabian Joswig
e21e2d1904 fix: formatting of qqplot fixed 2022-03-11 14:54:24 +00:00
Fabian Joswig
e6813a6c8e feat: correlated_fit now throws an exception when the correlation matrix
is ill conditioned with respect to the machine precision.

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

Test added.
2022-03-09 12:24:52 +00:00
Fabian Joswig
a069f84264
Merge pull request #88 from fjosw/feature/spaghetti_plot
feat: spaghetti_plot
2022-03-08 11:09:55 +00:00
Fabian Joswig
b72897a1bd tests: random data removed from test_gamma_method_standard_data 2022-03-08 11:02:46 +00:00
Fabian Joswig
8d0bfafaab feat: spaghetti_plot method for monitoring exceptional configurations added to Corr class, tests added. 2022-03-08 10:50:46 +00:00
Fabian Joswig
8cd96c584e feat: implemented eigenvalue smoothing method of hep-lat/9412087 2022-03-07 14:22:50 +00:00
Fabian Joswig
e5d7271a2b
Merge pull request #85 from fjosw/fix/pinv_for_chi_exp
Replaced inverse by the pseudo inverse in the calculation of chi_exp
2022-03-07 11:59:31 +00:00
Fabian Joswig
99bead518c tests: additional test for expected chiqsquare and correlated fit based
on cov obs added.
2022-03-07 11:54:09 +00:00
Fabian Joswig
5c06947eb6
Merge pull request #86 from fjosw/fix/divide_by_zero_in_gamma_div
Prevent division by zero by setting values of gamma_div which are smaller than 1 to 1
2022-03-07 11:27:25 +00:00
Fabian Joswig
56af582303 docs: typo corrected 2022-03-05 15:27:29 +00:00
Fabian Joswig
57a45e271f docs: formatting of docstrings improved. 2022-03-05 08:43:57 +00:00
Fabian Joswig
6bd3868179 docs: documentation of covariance and correlated fits extended. 2022-03-05 08:13:24 +00:00
Fabian Joswig
a7ff26ed9c fix: only allow irregularly spaced configs in hadrons input if idl is
specified.
2022-03-04 17:25:30 +00:00
Fabian Joswig
c446898932 fix: warning for rank deficient covariance matrix is no longer called
when covobs are involved. Test added.
2022-03-04 17:15:29 +00:00
Fabian Joswig
abbb234257 feat: hadrons input can now handle irregularly spaced ensembles. A
warning is triggered in these cases.
2022-03-04 17:03:49 +00:00
Fabian Joswig
4139f88a0a fix: prevent division by zero by setting values of gamma_div which are
smaller than 1 to 1
2022-03-04 16:56:30 +00:00
Fabian Joswig
5dd365a997 feat: Warning added when trying to estimate a covariance matrix from
observables with too few samples.
2022-03-04 11:10:59 +00:00
Fabian Joswig
0099750295 fix: replaced inverse by the pseudo inverse in the calculation of
chi_exp
2022-03-03 18:29:18 +00:00
Fabian Joswig
cec0ec83d7 Version number bumped to 2.0.0-rc.3+dev 2022-03-03 12:07:35 +00:00
Fabian Joswig
ceb1fabf9a Version number bumped to 2.0.0-rc.2, changelog updated. 2022-03-03 12:06:21 +00:00
Fabian Joswig
329e4abfc3
Merge pull request #84 from fjosw/refactor/covariance_e_N_determination
Simplification and speed up of the computation of e_N in _covariance_element
2022-03-03 11:55:47 +00:00
Fabian Joswig
dcc24a3806 refactor: simplification and speed up of the computation of e_N in
_covariance_element
2022-03-03 10:40:07 +00:00
Fabian Joswig
b6eed60ec1 refactor: computation of inverse cholesky composition for correlated
fits simplified. Threshold for ill conditioned correlation matrix
warning raised to 1e8.
2022-03-03 10:10:29 +00:00
Fabian Joswig
b14314b424 fix: Error handling for fits and root finding with numpy instead of autograd.numpy
improved. Tests added.
2022-03-02 15:49:29 +00:00
Fabian Joswig
7f5989dfb9 docs: latex in docstring of covariance fixed 2022-03-02 12:29:26 +00:00
Fabian Joswig
c54ea54069
Merge pull request #83 from fjosw/feature/covariance_from_correlation
Reworked covariance
2022-03-02 12:01:03 +00:00
Fabian Joswig
ece3c5d2ba tests: additional test added. 2022-03-02 11:49:29 +00:00
Fabian Joswig
11007dffc9 docs: docstrings of covariance and _covariance_element clarified 2022-03-02 11:11:48 +00:00
Fabian Joswig
42d9d3630e ci: W605 added to flake8 exceptions. 2022-03-01 19:20:05 +00:00
Fabian Joswig
1f0f060472 docs: docstring for covariance extended. 2022-03-01 19:07:08 +00:00
Fabian Joswig
da0c43fe9a feat: correlation parameter added to covariance again, tests extended. 2022-03-01 17:46:12 +00:00
Fabian Joswig
8d93ff95f2 tests: further tests for covariance added. 2022-03-01 17:38:42 +00:00
Fabian Joswig
3796c0395f feat: computation of _covariance_element optimized, visualize option
added to covariance, tests adjusted.
2022-03-01 15:34:53 +00:00
Fabian Joswig
c28d6131b1 refactor: redundant lines in _covariance_element removed. 2022-03-01 14:35:38 +00:00
Fabian Joswig
74b0f77c2d feat: covariance is now estimated from the uncorrelated correlation
matrix rescaled by the full (correlated) errors.
2022-03-01 14:32:13 +00:00
Fabian Joswig
82419b7a88 feat: positive semi-definite estimator for the covariance implemented,
fits.covariance matrix deprecated, covariance can now handle lists of
observables.
2022-03-01 09:45:25 +00:00
Fabian Joswig
498a251072 refactor!: if clause in Obs.__init__ eliminated, empty observables need
to be initialized with means=[] from now on.
2022-02-28 13:43:49 +00:00
Fabian Joswig
42df254288 refactor: else case for empty observables in Obs.__init__ simplified. 2022-02-28 13:26:48 +00:00
Fabian Joswig
0f749fd107 refactor: instantiation of Obs in import_jackknife slightly optimized 2022-02-28 13:25:09 +00:00
Fabian Joswig
2ba59f90c0 Version number bumped to 2.1.0+dev 2022-02-28 13:18:04 +00:00
Fabian Joswig
508fd0c8d3 Merge branch 'develop' into feature/alternative_covariance 2022-02-26 09:14:25 +00:00
Fabian Joswig
8e3e34bbea tests: test for covariance of covobs added 2022-02-26 09:13:59 +00:00