pyerrors.obs
1import warnings 2import hashlib 3import pickle 4from math import gcd 5from functools import reduce 6import numpy as np 7import autograd.numpy as anp # Thinly-wrapped numpy 8from autograd import jacobian 9import matplotlib.pyplot as plt 10from scipy.stats import skew, skewtest, kurtosis, kurtosistest 11import numdifftools as nd 12from itertools import groupby 13from .covobs import Covobs 14 15 16class Obs: 17 """Class for a general observable. 18 19 Instances of Obs are the basic objects of a pyerrors error analysis. 20 They are initialized with a list which contains arrays of samples for 21 different ensembles/replica and another list of same length which contains 22 the names of the ensembles/replica. Mathematical operations can be 23 performed on instances. The result is another instance of Obs. The error of 24 an instance can be computed with the gamma_method. Also contains additional 25 methods for output and visualization of the error calculation. 26 27 Attributes 28 ---------- 29 S_global : float 30 Standard value for S (default 2.0) 31 S_dict : dict 32 Dictionary for S values. If an entry for a given ensemble 33 exists this overwrites the standard value for that ensemble. 34 tau_exp_global : float 35 Standard value for tau_exp (default 0.0) 36 tau_exp_dict : dict 37 Dictionary for tau_exp values. If an entry for a given ensemble exists 38 this overwrites the standard value for that ensemble. 39 N_sigma_global : float 40 Standard value for N_sigma (default 1.0) 41 N_sigma_dict : dict 42 Dictionary for N_sigma values. If an entry for a given ensemble exists 43 this overwrites the standard value for that ensemble. 44 """ 45 __slots__ = ['names', 'shape', 'r_values', 'deltas', 'N', '_value', '_dvalue', 46 'ddvalue', 'reweighted', 'S', 'tau_exp', 'N_sigma', 47 'e_dvalue', 'e_ddvalue', 'e_tauint', 'e_dtauint', 48 'e_windowsize', 'e_rho', 'e_drho', 'e_n_tauint', 'e_n_dtauint', 49 'idl', 'is_merged', 'tag', '_covobs', '__dict__'] 50 51 S_global = 2.0 52 S_dict = {} 53 tau_exp_global = 0.0 54 tau_exp_dict = {} 55 N_sigma_global = 1.0 56 N_sigma_dict = {} 57 filter_eps = 1e-10 58 59 def __init__(self, samples, names, idl=None, **kwargs): 60 """ Initialize Obs object. 61 62 Parameters 63 ---------- 64 samples : list 65 list of numpy arrays containing the Monte Carlo samples 66 names : list 67 list of strings labeling the individual samples 68 idl : list, optional 69 list of ranges or lists on which the samples are defined 70 """ 71 72 if kwargs.get("means") is None and len(samples): 73 if len(samples) != len(names): 74 raise Exception('Length of samples and names incompatible.') 75 if idl is not None: 76 if len(idl) != len(names): 77 raise Exception('Length of idl incompatible with samples and names.') 78 name_length = len(names) 79 if name_length > 1: 80 if name_length != len(set(names)): 81 raise Exception('names are not unique.') 82 if not all(isinstance(x, str) for x in names): 83 raise TypeError('All names have to be strings.') 84 else: 85 if not isinstance(names[0], str): 86 raise TypeError('All names have to be strings.') 87 if min(len(x) for x in samples) <= 4: 88 raise Exception('Samples have to have at least 5 entries.') 89 90 self.names = sorted(names) 91 self.shape = {} 92 self.r_values = {} 93 self.deltas = {} 94 self._covobs = {} 95 96 self._value = 0 97 self.N = 0 98 self.is_merged = {} 99 self.idl = {} 100 if idl is not None: 101 for name, idx in sorted(zip(names, idl)): 102 if isinstance(idx, range): 103 self.idl[name] = idx 104 elif isinstance(idx, (list, np.ndarray)): 105 dc = np.unique(np.diff(idx)) 106 if np.any(dc < 0): 107 raise Exception("Unsorted idx for idl[%s]" % (name)) 108 if len(dc) == 1: 109 self.idl[name] = range(idx[0], idx[-1] + dc[0], dc[0]) 110 else: 111 self.idl[name] = list(idx) 112 else: 113 raise Exception('incompatible type for idl[%s].' % (name)) 114 else: 115 for name, sample in sorted(zip(names, samples)): 116 self.idl[name] = range(1, len(sample) + 1) 117 118 if kwargs.get("means") is not None: 119 for name, sample, mean in sorted(zip(names, samples, kwargs.get("means"))): 120 self.shape[name] = len(self.idl[name]) 121 self.N += self.shape[name] 122 self.r_values[name] = mean 123 self.deltas[name] = sample 124 else: 125 for name, sample in sorted(zip(names, samples)): 126 self.shape[name] = len(self.idl[name]) 127 self.N += self.shape[name] 128 if len(sample) != self.shape[name]: 129 raise Exception('Incompatible samples and idx for %s: %d vs. %d' % (name, len(sample), self.shape[name])) 130 self.r_values[name] = np.mean(sample) 131 self.deltas[name] = sample - self.r_values[name] 132 self._value += self.shape[name] * self.r_values[name] 133 self._value /= self.N 134 135 self._dvalue = 0.0 136 self.ddvalue = 0.0 137 self.reweighted = False 138 139 self.tag = None 140 141 @property 142 def value(self): 143 return self._value 144 145 @property 146 def dvalue(self): 147 return self._dvalue 148 149 @property 150 def e_names(self): 151 return sorted(set([o.split('|')[0] for o in self.names])) 152 153 @property 154 def cov_names(self): 155 return sorted(set([o for o in self.covobs.keys()])) 156 157 @property 158 def mc_names(self): 159 return sorted(set([o.split('|')[0] for o in self.names if o not in self.cov_names])) 160 161 @property 162 def e_content(self): 163 res = {} 164 for e, e_name in enumerate(self.e_names): 165 res[e_name] = sorted(filter(lambda x: x.startswith(e_name + '|'), self.names)) 166 if e_name in self.names: 167 res[e_name].append(e_name) 168 return res 169 170 @property 171 def covobs(self): 172 return self._covobs 173 174 def gamma_method(self, **kwargs): 175 """Estimate the error and related properties of the Obs. 176 177 Parameters 178 ---------- 179 S : float 180 specifies a custom value for the parameter S (default 2.0). 181 If set to 0 it is assumed that the data exhibits no 182 autocorrelation. In this case the error estimates coincides 183 with the sample standard error. 184 tau_exp : float 185 positive value triggers the critical slowing down analysis 186 (default 0.0). 187 N_sigma : float 188 number of standard deviations from zero until the tail is 189 attached to the autocorrelation function (default 1). 190 fft : bool 191 determines whether the fft algorithm is used for the computation 192 of the autocorrelation function (default True) 193 """ 194 195 e_content = self.e_content 196 self.e_dvalue = {} 197 self.e_ddvalue = {} 198 self.e_tauint = {} 199 self.e_dtauint = {} 200 self.e_windowsize = {} 201 self.e_n_tauint = {} 202 self.e_n_dtauint = {} 203 e_gamma = {} 204 self.e_rho = {} 205 self.e_drho = {} 206 self._dvalue = 0 207 self.ddvalue = 0 208 209 self.S = {} 210 self.tau_exp = {} 211 self.N_sigma = {} 212 213 if kwargs.get('fft') is False: 214 fft = False 215 else: 216 fft = True 217 218 def _parse_kwarg(kwarg_name): 219 if kwarg_name in kwargs: 220 tmp = kwargs.get(kwarg_name) 221 if isinstance(tmp, (int, float)): 222 if tmp < 0: 223 raise Exception(kwarg_name + ' has to be larger or equal to 0.') 224 for e, e_name in enumerate(self.e_names): 225 getattr(self, kwarg_name)[e_name] = tmp 226 else: 227 raise TypeError(kwarg_name + ' is not in proper format.') 228 else: 229 for e, e_name in enumerate(self.e_names): 230 if e_name in getattr(Obs, kwarg_name + '_dict'): 231 getattr(self, kwarg_name)[e_name] = getattr(Obs, kwarg_name + '_dict')[e_name] 232 else: 233 getattr(self, kwarg_name)[e_name] = getattr(Obs, kwarg_name + '_global') 234 235 _parse_kwarg('S') 236 _parse_kwarg('tau_exp') 237 _parse_kwarg('N_sigma') 238 239 for e, e_name in enumerate(self.mc_names): 240 r_length = [] 241 for r_name in e_content[e_name]: 242 if isinstance(self.idl[r_name], range): 243 r_length.append(len(self.idl[r_name])) 244 else: 245 r_length.append((self.idl[r_name][-1] - self.idl[r_name][0] + 1)) 246 247 e_N = np.sum([self.shape[r_name] for r_name in e_content[e_name]]) 248 w_max = max(r_length) // 2 249 e_gamma[e_name] = np.zeros(w_max) 250 self.e_rho[e_name] = np.zeros(w_max) 251 self.e_drho[e_name] = np.zeros(w_max) 252 253 for r_name in e_content[e_name]: 254 e_gamma[e_name] += self._calc_gamma(self.deltas[r_name], self.idl[r_name], self.shape[r_name], w_max, fft) 255 256 gamma_div = np.zeros(w_max) 257 for r_name in e_content[e_name]: 258 gamma_div += self._calc_gamma(np.ones((self.shape[r_name])), self.idl[r_name], self.shape[r_name], w_max, fft) 259 gamma_div[gamma_div < 1] = 1.0 260 e_gamma[e_name] /= gamma_div[:w_max] 261 262 if np.abs(e_gamma[e_name][0]) < 10 * np.finfo(float).tiny: # Prevent division by zero 263 self.e_tauint[e_name] = 0.5 264 self.e_dtauint[e_name] = 0.0 265 self.e_dvalue[e_name] = 0.0 266 self.e_ddvalue[e_name] = 0.0 267 self.e_windowsize[e_name] = 0 268 continue 269 270 gaps = [] 271 for r_name in e_content[e_name]: 272 if isinstance(self.idl[r_name], range): 273 gaps.append(1) 274 else: 275 gaps.append(np.min(np.diff(self.idl[r_name]))) 276 277 if not np.all([gi == gaps[0] for gi in gaps]): 278 raise Exception(f"Replica for ensemble {e_name} are not equally spaced.", gaps) 279 else: 280 gapsize = gaps[0] 281 282 self.e_rho[e_name] = e_gamma[e_name][:w_max] / e_gamma[e_name][0] 283 self.e_n_tauint[e_name] = np.cumsum(np.concatenate(([0.5], self.e_rho[e_name][1:]))) 284 # Make sure no entry of tauint is smaller than 0.5 285 self.e_n_tauint[e_name][self.e_n_tauint[e_name] <= 0.5] = 0.5 + np.finfo(np.float64).eps 286 # hep-lat/0306017 eq. (42) 287 self.e_n_dtauint[e_name] = self.e_n_tauint[e_name] * 2 * np.sqrt(np.abs(np.arange(w_max) / gapsize + 0.5 - self.e_n_tauint[e_name]) / e_N) 288 self.e_n_dtauint[e_name][0] = 0.0 289 290 def _compute_drho(i): 291 tmp = self.e_rho[e_name][i + 1:w_max] + np.concatenate([self.e_rho[e_name][i - 1::-1], self.e_rho[e_name][1:w_max - 2 * i]]) - 2 * self.e_rho[e_name][i] * self.e_rho[e_name][1:w_max - i] 292 self.e_drho[e_name][i] = np.sqrt(np.sum(tmp ** 2) / e_N) 293 294 _compute_drho(gapsize) 295 if self.tau_exp[e_name] > 0: 296 texp = self.tau_exp[e_name] 297 # Critical slowing down analysis 298 if w_max // 2 <= 1: 299 raise Exception("Need at least 8 samples for tau_exp error analysis") 300 for n in range(gapsize, w_max // 2, gapsize): 301 _compute_drho(n + gapsize) 302 if (self.e_rho[e_name][n] - self.N_sigma[e_name] * self.e_drho[e_name][n]) < 0 or n >= w_max // 2 - 2: 303 # Bias correction hep-lat/0306017 eq. (49) included 304 self.e_tauint[e_name] = self.e_n_tauint[e_name][n] * (1 + (2 * n / gapsize + 1) / e_N) / (1 + 1 / e_N) + texp * np.abs(self.e_rho[e_name][n + 1]) # The absolute makes sure, that the tail contribution is always positive 305 self.e_dtauint[e_name] = np.sqrt(self.e_n_dtauint[e_name][n] ** 2 + texp ** 2 * self.e_drho[e_name][n + 1] ** 2) 306 # Error of tau_exp neglected so far, missing term: self.e_rho[e_name][n + 1] ** 2 * d_tau_exp ** 2 307 self.e_dvalue[e_name] = np.sqrt(2 * self.e_tauint[e_name] * e_gamma[e_name][0] * (1 + 1 / e_N) / e_N) 308 self.e_ddvalue[e_name] = self.e_dvalue[e_name] * np.sqrt((n / gapsize + 0.5) / e_N) 309 self.e_windowsize[e_name] = n 310 break 311 else: 312 if self.S[e_name] == 0.0: 313 self.e_tauint[e_name] = 0.5 314 self.e_dtauint[e_name] = 0.0 315 self.e_dvalue[e_name] = np.sqrt(e_gamma[e_name][0] / (e_N - 1)) 316 self.e_ddvalue[e_name] = self.e_dvalue[e_name] * np.sqrt(0.5 / e_N) 317 self.e_windowsize[e_name] = 0 318 else: 319 # Standard automatic windowing procedure 320 tau = self.S[e_name] / np.log((2 * self.e_n_tauint[e_name][gapsize::gapsize] + 1) / (2 * self.e_n_tauint[e_name][gapsize::gapsize] - 1)) 321 g_w = np.exp(- np.arange(1, len(tau) + 1) / tau) - tau / np.sqrt(np.arange(1, len(tau) + 1) * e_N) 322 for n in range(1, w_max): 323 if n < w_max // 2 - 2: 324 _compute_drho(gapsize * n + gapsize) 325 if g_w[n - 1] < 0 or n >= w_max - 1: 326 n *= gapsize 327 self.e_tauint[e_name] = self.e_n_tauint[e_name][n] * (1 + (2 * n / gapsize + 1) / e_N) / (1 + 1 / e_N) # Bias correction hep-lat/0306017 eq. (49) 328 self.e_dtauint[e_name] = self.e_n_dtauint[e_name][n] 329 self.e_dvalue[e_name] = np.sqrt(2 * self.e_tauint[e_name] * e_gamma[e_name][0] * (1 + 1 / e_N) / e_N) 330 self.e_ddvalue[e_name] = self.e_dvalue[e_name] * np.sqrt((n / gapsize + 0.5) / e_N) 331 self.e_windowsize[e_name] = n 332 break 333 334 self._dvalue += self.e_dvalue[e_name] ** 2 335 self.ddvalue += (self.e_dvalue[e_name] * self.e_ddvalue[e_name]) ** 2 336 337 for e_name in self.cov_names: 338 self.e_dvalue[e_name] = np.sqrt(self.covobs[e_name].errsq()) 339 self.e_ddvalue[e_name] = 0 340 self._dvalue += self.e_dvalue[e_name]**2 341 342 self._dvalue = np.sqrt(self._dvalue) 343 if self._dvalue == 0.0: 344 self.ddvalue = 0.0 345 else: 346 self.ddvalue = np.sqrt(self.ddvalue) / self._dvalue 347 return 348 349 def _calc_gamma(self, deltas, idx, shape, w_max, fft): 350 """Calculate Gamma_{AA} from the deltas, which are defined on idx. 351 idx is assumed to be a contiguous range (possibly with a stepsize != 1) 352 353 Parameters 354 ---------- 355 deltas : list 356 List of fluctuations 357 idx : list 358 List or range of configurations on which the deltas are defined. 359 shape : int 360 Number of configurations in idx. 361 w_max : int 362 Upper bound for the summation window. 363 fft : bool 364 determines whether the fft algorithm is used for the computation 365 of the autocorrelation function. 366 """ 367 gamma = np.zeros(w_max) 368 deltas = _expand_deltas(deltas, idx, shape) 369 new_shape = len(deltas) 370 if fft: 371 max_gamma = min(new_shape, w_max) 372 # The padding for the fft has to be even 373 padding = new_shape + max_gamma + (new_shape + max_gamma) % 2 374 gamma[:max_gamma] += np.fft.irfft(np.abs(np.fft.rfft(deltas, padding)) ** 2)[:max_gamma] 375 else: 376 for n in range(w_max): 377 if new_shape - n >= 0: 378 gamma[n] += deltas[0:new_shape - n].dot(deltas[n:new_shape]) 379 380 return gamma 381 382 def details(self, ens_content=True): 383 """Output detailed properties of the Obs. 384 385 Parameters 386 ---------- 387 ens_content : bool 388 print details about the ensembles and replica if true. 389 """ 390 if self.tag is not None: 391 print("Description:", self.tag) 392 if not hasattr(self, 'e_dvalue'): 393 print('Result\t %3.8e' % (self.value)) 394 else: 395 if self.value == 0.0: 396 percentage = np.nan 397 else: 398 percentage = np.abs(self._dvalue / self.value) * 100 399 print('Result\t %3.8e +/- %3.8e +/- %3.8e (%3.3f%%)' % (self.value, self._dvalue, self.ddvalue, percentage)) 400 if len(self.e_names) > 1: 401 print(' Ensemble errors:') 402 e_content = self.e_content 403 for e_name in self.mc_names: 404 if isinstance(self.idl[e_content[e_name][0]], range): 405 gap = self.idl[e_content[e_name][0]].step 406 else: 407 gap = np.min(np.diff(self.idl[e_content[e_name][0]])) 408 409 if len(self.e_names) > 1: 410 print('', e_name, '\t %3.6e +/- %3.6e' % (self.e_dvalue[e_name], self.e_ddvalue[e_name])) 411 tau_string = " \N{GREEK SMALL LETTER TAU}_int\t " + _format_uncertainty(self.e_tauint[e_name], self.e_dtauint[e_name]) 412 tau_string += f" in units of {gap} config" 413 if gap > 1: 414 tau_string += "s" 415 if self.tau_exp[e_name] > 0: 416 tau_string = f"{tau_string: <45}" + '\t(\N{GREEK SMALL LETTER TAU}_exp=%3.2f, N_\N{GREEK SMALL LETTER SIGMA}=%1.0i)' % (self.tau_exp[e_name], self.N_sigma[e_name]) 417 else: 418 tau_string = f"{tau_string: <45}" + '\t(S=%3.2f)' % (self.S[e_name]) 419 print(tau_string) 420 for e_name in self.cov_names: 421 print('', e_name, '\t %3.8e' % (self.e_dvalue[e_name])) 422 if ens_content is True: 423 if len(self.e_names) == 1: 424 print(self.N, 'samples in', len(self.e_names), 'ensemble:') 425 else: 426 print(self.N, 'samples in', len(self.e_names), 'ensembles:') 427 my_string_list = [] 428 for key, value in sorted(self.e_content.items()): 429 if key not in self.covobs: 430 my_string = ' ' + "\u00B7 Ensemble '" + key + "' " 431 if len(value) == 1: 432 my_string += f': {self.shape[value[0]]} configurations' 433 if isinstance(self.idl[value[0]], range): 434 my_string += f' (from {self.idl[value[0]].start} to {self.idl[value[0]][-1]}' + int(self.idl[value[0]].step != 1) * f' in steps of {self.idl[value[0]].step}' + ')' 435 else: 436 my_string += f' (irregular range from {self.idl[value[0]][0]} to {self.idl[value[0]][-1]})' 437 else: 438 sublist = [] 439 for v in value: 440 my_substring = ' ' + "\u00B7 Replicum '" + v[len(key) + 1:] + "' " 441 my_substring += f': {self.shape[v]} configurations' 442 if isinstance(self.idl[v], range): 443 my_substring += f' (from {self.idl[v].start} to {self.idl[v][-1]}' + int(self.idl[v].step != 1) * f' in steps of {self.idl[v].step}' + ')' 444 else: 445 my_substring += f' (irregular range from {self.idl[v][0]} to {self.idl[v][-1]})' 446 sublist.append(my_substring) 447 448 my_string += '\n' + '\n'.join(sublist) 449 else: 450 my_string = ' ' + "\u00B7 Covobs '" + key + "' " 451 my_string_list.append(my_string) 452 print('\n'.join(my_string_list)) 453 454 def reweight(self, weight): 455 """Reweight the obs with given rewighting factors. 456 457 Parameters 458 ---------- 459 weight : Obs 460 Reweighting factor. An Observable that has to be defined on a superset of the 461 configurations in obs[i].idl for all i. 462 all_configs : bool 463 if True, the reweighted observables are normalized by the average of 464 the reweighting factor on all configurations in weight.idl and not 465 on the configurations in obs[i].idl. Default False. 466 """ 467 return reweight(weight, [self])[0] 468 469 def is_zero_within_error(self, sigma=1): 470 """Checks whether the observable is zero within 'sigma' standard errors. 471 472 Parameters 473 ---------- 474 sigma : int 475 Number of standard errors used for the check. 476 477 Works only properly when the gamma method was run. 478 """ 479 return self.is_zero() or np.abs(self.value) <= sigma * self._dvalue 480 481 def is_zero(self, atol=1e-10): 482 """Checks whether the observable is zero within a given tolerance. 483 484 Parameters 485 ---------- 486 atol : float 487 Absolute tolerance (for details see numpy documentation). 488 """ 489 return np.isclose(0.0, self.value, 1e-14, atol) and all(np.allclose(0.0, delta, 1e-14, atol) for delta in self.deltas.values()) and all(np.allclose(0.0, delta.errsq(), 1e-14, atol) for delta in self.covobs.values()) 490 491 def plot_tauint(self, save=None): 492 """Plot integrated autocorrelation time for each ensemble. 493 494 Parameters 495 ---------- 496 save : str 497 saves the figure to a file named 'save' if. 498 """ 499 if not hasattr(self, 'e_dvalue'): 500 raise Exception('Run the gamma method first.') 501 502 for e, e_name in enumerate(self.mc_names): 503 fig = plt.figure() 504 plt.xlabel(r'$W$') 505 plt.ylabel(r'$\tau_\mathrm{int}$') 506 length = int(len(self.e_n_tauint[e_name])) 507 if self.tau_exp[e_name] > 0: 508 base = self.e_n_tauint[e_name][self.e_windowsize[e_name]] 509 x_help = np.arange(2 * self.tau_exp[e_name]) 510 y_help = (x_help + 1) * np.abs(self.e_rho[e_name][self.e_windowsize[e_name] + 1]) * (1 - x_help / (2 * (2 * self.tau_exp[e_name] - 1))) + base 511 x_arr = np.arange(self.e_windowsize[e_name] + 1, self.e_windowsize[e_name] + 1 + 2 * self.tau_exp[e_name]) 512 plt.plot(x_arr, y_help, 'C' + str(e), linewidth=1, ls='--', marker=',') 513 plt.errorbar([self.e_windowsize[e_name] + 2 * self.tau_exp[e_name]], [self.e_tauint[e_name]], 514 yerr=[self.e_dtauint[e_name]], fmt='C' + str(e), linewidth=1, capsize=2, marker='o', mfc=plt.rcParams['axes.facecolor']) 515 xmax = self.e_windowsize[e_name] + 2 * self.tau_exp[e_name] + 1.5 516 label = e_name + r', $\tau_\mathrm{exp}$=' + str(np.around(self.tau_exp[e_name], decimals=2)) 517 else: 518 label = e_name + ', S=' + str(np.around(self.S[e_name], decimals=2)) 519 xmax = max(10.5, 2 * self.e_windowsize[e_name] - 0.5) 520 521 plt.errorbar(np.arange(length)[:int(xmax) + 1], self.e_n_tauint[e_name][:int(xmax) + 1], yerr=self.e_n_dtauint[e_name][:int(xmax) + 1], linewidth=1, capsize=2, label=label) 522 plt.axvline(x=self.e_windowsize[e_name], color='C' + str(e), alpha=0.5, marker=',', ls='--') 523 plt.legend() 524 plt.xlim(-0.5, xmax) 525 ylim = plt.ylim() 526 plt.ylim(bottom=0.0, top=max(1.0, ylim[1])) 527 plt.draw() 528 if save: 529 fig.savefig(save + "_" + str(e)) 530 531 def plot_rho(self, save=None): 532 """Plot normalized autocorrelation function time for each ensemble. 533 534 Parameters 535 ---------- 536 save : str 537 saves the figure to a file named 'save' if. 538 """ 539 if not hasattr(self, 'e_dvalue'): 540 raise Exception('Run the gamma method first.') 541 for e, e_name in enumerate(self.mc_names): 542 fig = plt.figure() 543 plt.xlabel('W') 544 plt.ylabel('rho') 545 length = int(len(self.e_drho[e_name])) 546 plt.errorbar(np.arange(length), self.e_rho[e_name][:length], yerr=self.e_drho[e_name][:], linewidth=1, capsize=2) 547 plt.axvline(x=self.e_windowsize[e_name], color='r', alpha=0.25, ls='--', marker=',') 548 if self.tau_exp[e_name] > 0: 549 plt.plot([self.e_windowsize[e_name] + 1, self.e_windowsize[e_name] + 1 + 2 * self.tau_exp[e_name]], 550 [self.e_rho[e_name][self.e_windowsize[e_name] + 1], 0], 'k-', lw=1) 551 xmax = self.e_windowsize[e_name] + 2 * self.tau_exp[e_name] + 1.5 552 plt.title('Rho ' + e_name + r', tau\_exp=' + str(np.around(self.tau_exp[e_name], decimals=2))) 553 else: 554 xmax = max(10.5, 2 * self.e_windowsize[e_name] - 0.5) 555 plt.title('Rho ' + e_name + ', S=' + str(np.around(self.S[e_name], decimals=2))) 556 plt.plot([-0.5, xmax], [0, 0], 'k--', lw=1) 557 plt.xlim(-0.5, xmax) 558 plt.draw() 559 if save: 560 fig.savefig(save + "_" + str(e)) 561 562 def plot_rep_dist(self): 563 """Plot replica distribution for each ensemble with more than one replicum.""" 564 if not hasattr(self, 'e_dvalue'): 565 raise Exception('Run the gamma method first.') 566 for e, e_name in enumerate(self.mc_names): 567 if len(self.e_content[e_name]) == 1: 568 print('No replica distribution for a single replicum (', e_name, ')') 569 continue 570 r_length = [] 571 sub_r_mean = 0 572 for r, r_name in enumerate(self.e_content[e_name]): 573 r_length.append(len(self.deltas[r_name])) 574 sub_r_mean += self.shape[r_name] * self.r_values[r_name] 575 e_N = np.sum(r_length) 576 sub_r_mean /= e_N 577 arr = np.zeros(len(self.e_content[e_name])) 578 for r, r_name in enumerate(self.e_content[e_name]): 579 arr[r] = (self.r_values[r_name] - sub_r_mean) / (self.e_dvalue[e_name] * np.sqrt(e_N / self.shape[r_name] - 1)) 580 plt.hist(arr, rwidth=0.8, bins=len(self.e_content[e_name])) 581 plt.title('Replica distribution' + e_name + ' (mean=0, var=1)') 582 plt.draw() 583 584 def plot_history(self, expand=True): 585 """Plot derived Monte Carlo history for each ensemble 586 587 Parameters 588 ---------- 589 expand : bool 590 show expanded history for irregular Monte Carlo chains (default: True). 591 """ 592 for e, e_name in enumerate(self.mc_names): 593 plt.figure() 594 r_length = [] 595 tmp = [] 596 tmp_expanded = [] 597 for r, r_name in enumerate(self.e_content[e_name]): 598 tmp.append(self.deltas[r_name] + self.r_values[r_name]) 599 if expand: 600 tmp_expanded.append(_expand_deltas(self.deltas[r_name], list(self.idl[r_name]), self.shape[r_name]) + self.r_values[r_name]) 601 r_length.append(len(tmp_expanded[-1])) 602 else: 603 r_length.append(len(tmp[-1])) 604 e_N = np.sum(r_length) 605 x = np.arange(e_N) 606 y_test = np.concatenate(tmp, axis=0) 607 if expand: 608 y = np.concatenate(tmp_expanded, axis=0) 609 else: 610 y = y_test 611 plt.errorbar(x, y, fmt='.', markersize=3) 612 plt.xlim(-0.5, e_N - 0.5) 613 plt.title(e_name + f'\nskew: {skew(y_test):.3f} (p={skewtest(y_test).pvalue:.3f}), kurtosis: {kurtosis(y_test):.3f} (p={kurtosistest(y_test).pvalue:.3f})') 614 plt.draw() 615 616 def plot_piechart(self, save=None): 617 """Plot piechart which shows the fractional contribution of each 618 ensemble to the error and returns a dictionary containing the fractions. 619 620 Parameters 621 ---------- 622 save : str 623 saves the figure to a file named 'save' if. 624 """ 625 if not hasattr(self, 'e_dvalue'): 626 raise Exception('Run the gamma method first.') 627 if np.isclose(0.0, self._dvalue, atol=1e-15): 628 raise Exception('Error is 0.0') 629 labels = self.e_names 630 sizes = [self.e_dvalue[name] ** 2 for name in labels] / self._dvalue ** 2 631 fig1, ax1 = plt.subplots() 632 ax1.pie(sizes, labels=labels, startangle=90, normalize=True) 633 ax1.axis('equal') 634 plt.draw() 635 if save: 636 fig1.savefig(save) 637 638 return dict(zip(self.e_names, sizes)) 639 640 def dump(self, filename, datatype="json.gz", description="", **kwargs): 641 """Dump the Obs to a file 'name' of chosen format. 642 643 Parameters 644 ---------- 645 filename : str 646 name of the file to be saved. 647 datatype : str 648 Format of the exported file. Supported formats include 649 "json.gz" and "pickle" 650 description : str 651 Description for output file, only relevant for json.gz format. 652 path : str 653 specifies a custom path for the file (default '.') 654 """ 655 if 'path' in kwargs: 656 file_name = kwargs.get('path') + '/' + filename 657 else: 658 file_name = filename 659 660 if datatype == "json.gz": 661 from .input.json import dump_to_json 662 dump_to_json([self], file_name, description=description) 663 elif datatype == "pickle": 664 with open(file_name + '.p', 'wb') as fb: 665 pickle.dump(self, fb) 666 else: 667 raise Exception("Unknown datatype " + str(datatype)) 668 669 def export_jackknife(self): 670 """Export jackknife samples from the Obs 671 672 Returns 673 ------- 674 numpy.ndarray 675 Returns a numpy array of length N + 1 where N is the number of samples 676 for the given ensemble and replicum. The zeroth entry of the array contains 677 the mean value of the Obs, entries 1 to N contain the N jackknife samples 678 derived from the Obs. The current implementation only works for observables 679 defined on exactly one ensemble and replicum. The derived jackknife samples 680 should agree with samples from a full jackknife analysis up to O(1/N). 681 """ 682 683 if len(self.names) != 1: 684 raise Exception("'export_jackknife' is only implemented for Obs defined on one ensemble and replicum.") 685 686 name = self.names[0] 687 full_data = self.deltas[name] + self.r_values[name] 688 n = full_data.size 689 mean = self.value 690 tmp_jacks = np.zeros(n + 1) 691 tmp_jacks[0] = mean 692 tmp_jacks[1:] = (n * mean - full_data) / (n - 1) 693 return tmp_jacks 694 695 def __float__(self): 696 return float(self.value) 697 698 def __repr__(self): 699 return 'Obs[' + str(self) + ']' 700 701 def __str__(self): 702 return _format_uncertainty(self.value, self._dvalue) 703 704 def __hash__(self): 705 hash_tuple = (np.array([self.value]).astype(np.float32).data.tobytes(),) 706 hash_tuple += tuple([o.astype(np.float32).data.tobytes() for o in self.deltas.values()]) 707 hash_tuple += tuple([np.array([o.errsq()]).astype(np.float32).data.tobytes() for o in self.covobs.values()]) 708 hash_tuple += tuple([o.encode() for o in self.names]) 709 m = hashlib.md5() 710 [m.update(o) for o in hash_tuple] 711 return int(m.hexdigest(), 16) & 0xFFFFFFFF 712 713 # Overload comparisons 714 def __lt__(self, other): 715 return self.value < other 716 717 def __le__(self, other): 718 return self.value <= other 719 720 def __gt__(self, other): 721 return self.value > other 722 723 def __ge__(self, other): 724 return self.value >= other 725 726 def __eq__(self, other): 727 return (self - other).is_zero() 728 729 def __ne__(self, other): 730 return not (self - other).is_zero() 731 732 # Overload math operations 733 def __add__(self, y): 734 if isinstance(y, Obs): 735 return derived_observable(lambda x, **kwargs: x[0] + x[1], [self, y], man_grad=[1, 1]) 736 else: 737 if isinstance(y, np.ndarray): 738 return np.array([self + o for o in y]) 739 elif y.__class__.__name__ in ['Corr', 'CObs']: 740 return NotImplemented 741 else: 742 return derived_observable(lambda x, **kwargs: x[0] + y, [self], man_grad=[1]) 743 744 def __radd__(self, y): 745 return self + y 746 747 def __mul__(self, y): 748 if isinstance(y, Obs): 749 return derived_observable(lambda x, **kwargs: x[0] * x[1], [self, y], man_grad=[y.value, self.value]) 750 else: 751 if isinstance(y, np.ndarray): 752 return np.array([self * o for o in y]) 753 elif isinstance(y, complex): 754 return CObs(self * y.real, self * y.imag) 755 elif y.__class__.__name__ in ['Corr', 'CObs']: 756 return NotImplemented 757 else: 758 return derived_observable(lambda x, **kwargs: x[0] * y, [self], man_grad=[y]) 759 760 def __rmul__(self, y): 761 return self * y 762 763 def __sub__(self, y): 764 if isinstance(y, Obs): 765 return derived_observable(lambda x, **kwargs: x[0] - x[1], [self, y], man_grad=[1, -1]) 766 else: 767 if isinstance(y, np.ndarray): 768 return np.array([self - o for o in y]) 769 elif y.__class__.__name__ in ['Corr', 'CObs']: 770 return NotImplemented 771 else: 772 return derived_observable(lambda x, **kwargs: x[0] - y, [self], man_grad=[1]) 773 774 def __rsub__(self, y): 775 return -1 * (self - y) 776 777 def __pos__(self): 778 return self 779 780 def __neg__(self): 781 return -1 * self 782 783 def __truediv__(self, y): 784 if isinstance(y, Obs): 785 return derived_observable(lambda x, **kwargs: x[0] / x[1], [self, y], man_grad=[1 / y.value, - self.value / y.value ** 2]) 786 else: 787 if isinstance(y, np.ndarray): 788 return np.array([self / o for o in y]) 789 elif y.__class__.__name__ in ['Corr', 'CObs']: 790 return NotImplemented 791 else: 792 return derived_observable(lambda x, **kwargs: x[0] / y, [self], man_grad=[1 / y]) 793 794 def __rtruediv__(self, y): 795 if isinstance(y, Obs): 796 return derived_observable(lambda x, **kwargs: x[0] / x[1], [y, self], man_grad=[1 / self.value, - y.value / self.value ** 2]) 797 else: 798 if isinstance(y, np.ndarray): 799 return np.array([o / self for o in y]) 800 elif y.__class__.__name__ in ['Corr', 'CObs']: 801 return NotImplemented 802 else: 803 return derived_observable(lambda x, **kwargs: y / x[0], [self], man_grad=[-y / self.value ** 2]) 804 805 def __pow__(self, y): 806 if isinstance(y, Obs): 807 return derived_observable(lambda x: x[0] ** x[1], [self, y]) 808 else: 809 return derived_observable(lambda x: x[0] ** y, [self]) 810 811 def __rpow__(self, y): 812 if isinstance(y, Obs): 813 return derived_observable(lambda x: x[0] ** x[1], [y, self]) 814 else: 815 return derived_observable(lambda x: y ** x[0], [self]) 816 817 def __abs__(self): 818 return derived_observable(lambda x: anp.abs(x[0]), [self]) 819 820 # Overload numpy functions 821 def sqrt(self): 822 return derived_observable(lambda x, **kwargs: np.sqrt(x[0]), [self], man_grad=[1 / 2 / np.sqrt(self.value)]) 823 824 def log(self): 825 return derived_observable(lambda x, **kwargs: np.log(x[0]), [self], man_grad=[1 / self.value]) 826 827 def exp(self): 828 return derived_observable(lambda x, **kwargs: np.exp(x[0]), [self], man_grad=[np.exp(self.value)]) 829 830 def sin(self): 831 return derived_observable(lambda x, **kwargs: np.sin(x[0]), [self], man_grad=[np.cos(self.value)]) 832 833 def cos(self): 834 return derived_observable(lambda x, **kwargs: np.cos(x[0]), [self], man_grad=[-np.sin(self.value)]) 835 836 def tan(self): 837 return derived_observable(lambda x, **kwargs: np.tan(x[0]), [self], man_grad=[1 / np.cos(self.value) ** 2]) 838 839 def arcsin(self): 840 return derived_observable(lambda x: anp.arcsin(x[0]), [self]) 841 842 def arccos(self): 843 return derived_observable(lambda x: anp.arccos(x[0]), [self]) 844 845 def arctan(self): 846 return derived_observable(lambda x: anp.arctan(x[0]), [self]) 847 848 def sinh(self): 849 return derived_observable(lambda x, **kwargs: np.sinh(x[0]), [self], man_grad=[np.cosh(self.value)]) 850 851 def cosh(self): 852 return derived_observable(lambda x, **kwargs: np.cosh(x[0]), [self], man_grad=[np.sinh(self.value)]) 853 854 def tanh(self): 855 return derived_observable(lambda x, **kwargs: np.tanh(x[0]), [self], man_grad=[1 / np.cosh(self.value) ** 2]) 856 857 def arcsinh(self): 858 return derived_observable(lambda x: anp.arcsinh(x[0]), [self]) 859 860 def arccosh(self): 861 return derived_observable(lambda x: anp.arccosh(x[0]), [self]) 862 863 def arctanh(self): 864 return derived_observable(lambda x: anp.arctanh(x[0]), [self]) 865 866 867class CObs: 868 """Class for a complex valued observable.""" 869 __slots__ = ['_real', '_imag', 'tag'] 870 871 def __init__(self, real, imag=0.0): 872 self._real = real 873 self._imag = imag 874 self.tag = None 875 876 @property 877 def real(self): 878 return self._real 879 880 @property 881 def imag(self): 882 return self._imag 883 884 def gamma_method(self, **kwargs): 885 """Executes the gamma_method for the real and the imaginary part.""" 886 if isinstance(self.real, Obs): 887 self.real.gamma_method(**kwargs) 888 if isinstance(self.imag, Obs): 889 self.imag.gamma_method(**kwargs) 890 891 def is_zero(self): 892 """Checks whether both real and imaginary part are zero within machine precision.""" 893 return self.real == 0.0 and self.imag == 0.0 894 895 def conjugate(self): 896 return CObs(self.real, -self.imag) 897 898 def __add__(self, other): 899 if isinstance(other, np.ndarray): 900 return other + self 901 elif hasattr(other, 'real') and hasattr(other, 'imag'): 902 return CObs(self.real + other.real, 903 self.imag + other.imag) 904 else: 905 return CObs(self.real + other, self.imag) 906 907 def __radd__(self, y): 908 return self + y 909 910 def __sub__(self, other): 911 if isinstance(other, np.ndarray): 912 return -1 * (other - self) 913 elif hasattr(other, 'real') and hasattr(other, 'imag'): 914 return CObs(self.real - other.real, self.imag - other.imag) 915 else: 916 return CObs(self.real - other, self.imag) 917 918 def __rsub__(self, other): 919 return -1 * (self - other) 920 921 def __mul__(self, other): 922 if isinstance(other, np.ndarray): 923 return other * self 924 elif hasattr(other, 'real') and hasattr(other, 'imag'): 925 if all(isinstance(i, Obs) for i in [self.real, self.imag, other.real, other.imag]): 926 return CObs(derived_observable(lambda x, **kwargs: x[0] * x[1] - x[2] * x[3], 927 [self.real, other.real, self.imag, other.imag], 928 man_grad=[other.real.value, self.real.value, -other.imag.value, -self.imag.value]), 929 derived_observable(lambda x, **kwargs: x[2] * x[1] + x[0] * x[3], 930 [self.real, other.real, self.imag, other.imag], 931 man_grad=[other.imag.value, self.imag.value, other.real.value, self.real.value])) 932 elif getattr(other, 'imag', 0) != 0: 933 return CObs(self.real * other.real - self.imag * other.imag, 934 self.imag * other.real + self.real * other.imag) 935 else: 936 return CObs(self.real * other.real, self.imag * other.real) 937 else: 938 return CObs(self.real * other, self.imag * other) 939 940 def __rmul__(self, other): 941 return self * other 942 943 def __truediv__(self, other): 944 if isinstance(other, np.ndarray): 945 return 1 / (other / self) 946 elif hasattr(other, 'real') and hasattr(other, 'imag'): 947 r = other.real ** 2 + other.imag ** 2 948 return CObs((self.real * other.real + self.imag * other.imag) / r, (self.imag * other.real - self.real * other.imag) / r) 949 else: 950 return CObs(self.real / other, self.imag / other) 951 952 def __rtruediv__(self, other): 953 r = self.real ** 2 + self.imag ** 2 954 if hasattr(other, 'real') and hasattr(other, 'imag'): 955 return CObs((self.real * other.real + self.imag * other.imag) / r, (self.real * other.imag - self.imag * other.real) / r) 956 else: 957 return CObs(self.real * other / r, -self.imag * other / r) 958 959 def __abs__(self): 960 return np.sqrt(self.real**2 + self.imag**2) 961 962 def __pos__(self): 963 return self 964 965 def __neg__(self): 966 return -1 * self 967 968 def __eq__(self, other): 969 return self.real == other.real and self.imag == other.imag 970 971 def __str__(self): 972 return '(' + str(self.real) + int(self.imag >= 0.0) * '+' + str(self.imag) + 'j)' 973 974 def __repr__(self): 975 return 'CObs[' + str(self) + ']' 976 977 978def _format_uncertainty(value, dvalue): 979 """Creates a string of a value and its error in paranthesis notation, e.g., 13.02(45)""" 980 if dvalue == 0.0: 981 return str(value) 982 fexp = np.floor(np.log10(dvalue)) 983 if fexp < 0.0: 984 return '{:{form}}({:2.0f})'.format(value, dvalue * 10 ** (-fexp + 1), form='.' + str(-int(fexp) + 1) + 'f') 985 elif fexp == 0.0: 986 return '{:.1f}({:1.1f})'.format(value, dvalue) 987 else: 988 return '{:.0f}({:2.0f})'.format(value, dvalue) 989 990 991def _expand_deltas(deltas, idx, shape): 992 """Expand deltas defined on idx to a regular, contiguous range, where holes are filled by 0. 993 If idx is of type range, the deltas are not changed 994 995 Parameters 996 ---------- 997 deltas : list 998 List of fluctuations 999 idx : list 1000 List or range of configs on which the deltas are defined, has to be sorted in ascending order. 1001 shape : int 1002 Number of configs in idx. 1003 """ 1004 if isinstance(idx, range): 1005 return deltas 1006 else: 1007 ret = np.zeros(idx[-1] - idx[0] + 1) 1008 for i in range(shape): 1009 ret[idx[i] - idx[0]] = deltas[i] 1010 return ret 1011 1012 1013def _merge_idx(idl): 1014 """Returns the union of all lists in idl as sorted list 1015 1016 Parameters 1017 ---------- 1018 idl : list 1019 List of lists or ranges. 1020 """ 1021 1022 # Use groupby to efficiently check whether all elements of idl are identical 1023 try: 1024 g = groupby(idl) 1025 if next(g, True) and not next(g, False): 1026 return idl[0] 1027 except Exception: 1028 pass 1029 1030 if np.all([type(idx) is range for idx in idl]): 1031 if len(set([idx[0] for idx in idl])) == 1: 1032 idstart = min([idx.start for idx in idl]) 1033 idstop = max([idx.stop for idx in idl]) 1034 idstep = min([idx.step for idx in idl]) 1035 return range(idstart, idstop, idstep) 1036 1037 return sorted(set().union(*idl)) 1038 1039 1040def _intersection_idx(idl): 1041 """Returns the intersection of all lists in idl as sorted list 1042 1043 Parameters 1044 ---------- 1045 idl : list 1046 List of lists or ranges. 1047 """ 1048 1049 def _lcm(*args): 1050 """Returns the lowest common multiple of args. 1051 1052 From python 3.9 onwards the math library contains an lcm function.""" 1053 return reduce(lambda a, b: a * b // gcd(a, b), args) 1054 1055 # Use groupby to efficiently check whether all elements of idl are identical 1056 try: 1057 g = groupby(idl) 1058 if next(g, True) and not next(g, False): 1059 return idl[0] 1060 except Exception: 1061 pass 1062 1063 if np.all([type(idx) is range for idx in idl]): 1064 if len(set([idx[0] for idx in idl])) == 1: 1065 idstart = max([idx.start for idx in idl]) 1066 idstop = min([idx.stop for idx in idl]) 1067 idstep = _lcm(*[idx.step for idx in idl]) 1068 return range(idstart, idstop, idstep) 1069 1070 return sorted(set.intersection(*[set(o) for o in idl])) 1071 1072 1073def _expand_deltas_for_merge(deltas, idx, shape, new_idx): 1074 """Expand deltas defined on idx to the list of configs that is defined by new_idx. 1075 New, empty entries are filled by 0. If idx and new_idx are of type range, the smallest 1076 common divisor of the step sizes is used as new step size. 1077 1078 Parameters 1079 ---------- 1080 deltas : list 1081 List of fluctuations 1082 idx : list 1083 List or range of configs on which the deltas are defined. 1084 Has to be a subset of new_idx and has to be sorted in ascending order. 1085 shape : list 1086 Number of configs in idx. 1087 new_idx : list 1088 List of configs that defines the new range, has to be sorted in ascending order. 1089 """ 1090 1091 if type(idx) is range and type(new_idx) is range: 1092 if idx == new_idx: 1093 return deltas 1094 ret = np.zeros(new_idx[-1] - new_idx[0] + 1) 1095 for i in range(shape): 1096 ret[idx[i] - new_idx[0]] = deltas[i] 1097 return np.array([ret[new_idx[i] - new_idx[0]] for i in range(len(new_idx))]) 1098 1099 1100def _filter_zeroes(deltas, idx, eps=Obs.filter_eps): 1101 """Filter out all configurations with vanishing fluctuation such that they do not 1102 contribute to the error estimate anymore. Returns the new deltas and 1103 idx according to the filtering. 1104 A fluctuation is considered to be vanishing, if it is smaller than eps times 1105 the mean of the absolute values of all deltas in one list. 1106 1107 Parameters 1108 ---------- 1109 deltas : list 1110 List of fluctuations 1111 idx : list 1112 List or ranges of configs on which the deltas are defined. 1113 eps : float 1114 Prefactor that enters the filter criterion. 1115 """ 1116 new_deltas = [] 1117 new_idx = [] 1118 maxd = np.mean(np.fabs(deltas)) 1119 for i in range(len(deltas)): 1120 if abs(deltas[i]) > eps * maxd: 1121 new_deltas.append(deltas[i]) 1122 new_idx.append(idx[i]) 1123 if new_idx: 1124 return np.array(new_deltas), new_idx 1125 else: 1126 return deltas, idx 1127 1128 1129def derived_observable(func, data, array_mode=False, **kwargs): 1130 """Construct a derived Obs according to func(data, **kwargs) using automatic differentiation. 1131 1132 Parameters 1133 ---------- 1134 func : object 1135 arbitrary function of the form func(data, **kwargs). For the 1136 automatic differentiation to work, all numpy functions have to have 1137 the autograd wrapper (use 'import autograd.numpy as anp'). 1138 data : list 1139 list of Obs, e.g. [obs1, obs2, obs3]. 1140 num_grad : bool 1141 if True, numerical derivatives are used instead of autograd 1142 (default False). To control the numerical differentiation the 1143 kwargs of numdifftools.step_generators.MaxStepGenerator 1144 can be used. 1145 man_grad : list 1146 manually supply a list or an array which contains the jacobian 1147 of func. Use cautiously, supplying the wrong derivative will 1148 not be intercepted. 1149 1150 Notes 1151 ----- 1152 For simple mathematical operations it can be practical to use anonymous 1153 functions. For the ratio of two observables one can e.g. use 1154 1155 new_obs = derived_observable(lambda x: x[0] / x[1], [obs1, obs2]) 1156 """ 1157 1158 data = np.asarray(data) 1159 raveled_data = data.ravel() 1160 1161 # Workaround for matrix operations containing non Obs data 1162 if not all(isinstance(x, Obs) for x in raveled_data): 1163 for i in range(len(raveled_data)): 1164 if isinstance(raveled_data[i], (int, float)): 1165 raveled_data[i] = cov_Obs(raveled_data[i], 0.0, "###dummy_covobs###") 1166 1167 allcov = {} 1168 for o in raveled_data: 1169 for name in o.cov_names: 1170 if name in allcov: 1171 if not np.allclose(allcov[name], o.covobs[name].cov): 1172 raise Exception('Inconsistent covariance matrices for %s!' % (name)) 1173 else: 1174 allcov[name] = o.covobs[name].cov 1175 1176 n_obs = len(raveled_data) 1177 new_names = sorted(set([y for x in [o.names for o in raveled_data] for y in x])) 1178 new_cov_names = sorted(set([y for x in [o.cov_names for o in raveled_data] for y in x])) 1179 new_sample_names = sorted(set(new_names) - set(new_cov_names)) 1180 1181 is_merged = {name: (len(list(filter(lambda o: o.is_merged.get(name, False) is True, raveled_data))) > 0) for name in new_sample_names} 1182 reweighted = len(list(filter(lambda o: o.reweighted is True, raveled_data))) > 0 1183 1184 if data.ndim == 1: 1185 values = np.array([o.value for o in data]) 1186 else: 1187 values = np.vectorize(lambda x: x.value)(data) 1188 1189 new_values = func(values, **kwargs) 1190 1191 multi = int(isinstance(new_values, np.ndarray)) 1192 1193 new_r_values = {} 1194 new_idl_d = {} 1195 for name in new_sample_names: 1196 idl = [] 1197 tmp_values = np.zeros(n_obs) 1198 for i, item in enumerate(raveled_data): 1199 tmp_values[i] = item.r_values.get(name, item.value) 1200 tmp_idl = item.idl.get(name) 1201 if tmp_idl is not None: 1202 idl.append(tmp_idl) 1203 if multi > 0: 1204 tmp_values = np.array(tmp_values).reshape(data.shape) 1205 new_r_values[name] = func(tmp_values, **kwargs) 1206 new_idl_d[name] = _merge_idx(idl) 1207 if not is_merged[name]: 1208 is_merged[name] = (1 != len(set([len(idx) for idx in [*idl, new_idl_d[name]]]))) 1209 1210 if 'man_grad' in kwargs: 1211 deriv = np.asarray(kwargs.get('man_grad')) 1212 if new_values.shape + data.shape != deriv.shape: 1213 raise Exception('Manual derivative does not have correct shape.') 1214 elif kwargs.get('num_grad') is True: 1215 if multi > 0: 1216 raise Exception('Multi mode currently not supported for numerical derivative') 1217 options = { 1218 'base_step': 0.1, 1219 'step_ratio': 2.5} 1220 for key in options.keys(): 1221 kwarg = kwargs.get(key) 1222 if kwarg is not None: 1223 options[key] = kwarg 1224 tmp_df = nd.Gradient(func, order=4, **{k: v for k, v in options.items() if v is not None})(values, **kwargs) 1225 if tmp_df.size == 1: 1226 deriv = np.array([tmp_df.real]) 1227 else: 1228 deriv = tmp_df.real 1229 else: 1230 deriv = jacobian(func)(values, **kwargs) 1231 1232 final_result = np.zeros(new_values.shape, dtype=object) 1233 1234 if array_mode is True: 1235 1236 class _Zero_grad(): 1237 def __init__(self, N): 1238 self.grad = np.zeros((N, 1)) 1239 1240 new_covobs_lengths = dict(set([y for x in [[(n, o.covobs[n].N) for n in o.cov_names] for o in raveled_data] for y in x])) 1241 d_extracted = {} 1242 g_extracted = {} 1243 for name in new_sample_names: 1244 d_extracted[name] = [] 1245 ens_length = len(new_idl_d[name]) 1246 for i_dat, dat in enumerate(data): 1247 d_extracted[name].append(np.array([_expand_deltas_for_merge(o.deltas.get(name, np.zeros(ens_length)), o.idl.get(name, new_idl_d[name]), o.shape.get(name, ens_length), new_idl_d[name]) for o in dat.reshape(np.prod(dat.shape))]).reshape(dat.shape + (ens_length, ))) 1248 for name in new_cov_names: 1249 g_extracted[name] = [] 1250 zero_grad = _Zero_grad(new_covobs_lengths[name]) 1251 for i_dat, dat in enumerate(data): 1252 g_extracted[name].append(np.array([o.covobs.get(name, zero_grad).grad for o in dat.reshape(np.prod(dat.shape))]).reshape(dat.shape + (new_covobs_lengths[name], 1))) 1253 1254 for i_val, new_val in np.ndenumerate(new_values): 1255 new_deltas = {} 1256 new_grad = {} 1257 if array_mode is True: 1258 for name in new_sample_names: 1259 ens_length = d_extracted[name][0].shape[-1] 1260 new_deltas[name] = np.zeros(ens_length) 1261 for i_dat, dat in enumerate(d_extracted[name]): 1262 new_deltas[name] += np.tensordot(deriv[i_val + (i_dat, )], dat) 1263 for name in new_cov_names: 1264 new_grad[name] = 0 1265 for i_dat, dat in enumerate(g_extracted[name]): 1266 new_grad[name] += np.tensordot(deriv[i_val + (i_dat, )], dat) 1267 else: 1268 for j_obs, obs in np.ndenumerate(data): 1269 for name in obs.names: 1270 if name in obs.cov_names: 1271 new_grad[name] = new_grad.get(name, 0) + deriv[i_val + j_obs] * obs.covobs[name].grad 1272 else: 1273 new_deltas[name] = new_deltas.get(name, 0) + deriv[i_val + j_obs] * _expand_deltas_for_merge(obs.deltas[name], obs.idl[name], obs.shape[name], new_idl_d[name]) 1274 1275 new_covobs = {name: Covobs(0, allcov[name], name, grad=new_grad[name]) for name in new_grad} 1276 1277 if not set(new_covobs.keys()).isdisjoint(new_deltas.keys()): 1278 raise Exception('The same name has been used for deltas and covobs!') 1279 new_samples = [] 1280 new_means = [] 1281 new_idl = [] 1282 new_names_obs = [] 1283 for name in new_names: 1284 if name not in new_covobs: 1285 if is_merged[name]: 1286 filtered_deltas, filtered_idl_d = _filter_zeroes(new_deltas[name], new_idl_d[name]) 1287 else: 1288 filtered_deltas = new_deltas[name] 1289 filtered_idl_d = new_idl_d[name] 1290 1291 new_samples.append(filtered_deltas) 1292 new_idl.append(filtered_idl_d) 1293 new_means.append(new_r_values[name][i_val]) 1294 new_names_obs.append(name) 1295 final_result[i_val] = Obs(new_samples, new_names_obs, means=new_means, idl=new_idl) 1296 for name in new_covobs: 1297 final_result[i_val].names.append(name) 1298 final_result[i_val]._covobs = new_covobs 1299 final_result[i_val]._value = new_val 1300 final_result[i_val].is_merged = is_merged 1301 final_result[i_val].reweighted = reweighted 1302 1303 if multi == 0: 1304 final_result = final_result.item() 1305 1306 return final_result 1307 1308 1309def _reduce_deltas(deltas, idx_old, idx_new): 1310 """Extract deltas defined on idx_old on all configs of idx_new. 1311 1312 Assumes, that idx_old and idx_new are correctly defined idl, i.e., they 1313 are ordered in an ascending order. 1314 1315 Parameters 1316 ---------- 1317 deltas : list 1318 List of fluctuations 1319 idx_old : list 1320 List or range of configs on which the deltas are defined 1321 idx_new : list 1322 List of configs for which we want to extract the deltas. 1323 Has to be a subset of idx_old. 1324 """ 1325 if not len(deltas) == len(idx_old): 1326 raise Exception('Length of deltas and idx_old have to be the same: %d != %d' % (len(deltas), len(idx_old))) 1327 if type(idx_old) is range and type(idx_new) is range: 1328 if idx_old == idx_new: 1329 return deltas 1330 # Use groupby to efficiently check whether all elements of idx_old and idx_new are identical 1331 try: 1332 g = groupby([idx_old, idx_new]) 1333 if next(g, True) and not next(g, False): 1334 return deltas 1335 except Exception: 1336 pass 1337 indices = np.intersect1d(idx_old, idx_new, assume_unique=True, return_indices=True)[1] 1338 if len(indices) < len(idx_new): 1339 raise Exception('Error in _reduce_deltas: Config of idx_new not in idx_old') 1340 return np.array(deltas)[indices] 1341 1342 1343def reweight(weight, obs, **kwargs): 1344 """Reweight a list of observables. 1345 1346 Parameters 1347 ---------- 1348 weight : Obs 1349 Reweighting factor. An Observable that has to be defined on a superset of the 1350 configurations in obs[i].idl for all i. 1351 obs : list 1352 list of Obs, e.g. [obs1, obs2, obs3]. 1353 all_configs : bool 1354 if True, the reweighted observables are normalized by the average of 1355 the reweighting factor on all configurations in weight.idl and not 1356 on the configurations in obs[i].idl. Default False. 1357 """ 1358 result = [] 1359 for i in range(len(obs)): 1360 if len(obs[i].cov_names): 1361 raise Exception('Error: Not possible to reweight an Obs that contains covobs!') 1362 if not set(obs[i].names).issubset(weight.names): 1363 raise Exception('Error: Ensembles do not fit') 1364 for name in obs[i].names: 1365 if not set(obs[i].idl[name]).issubset(weight.idl[name]): 1366 raise Exception('obs[%d] has to be defined on a subset of the configs in weight.idl[%s]!' % (i, name)) 1367 new_samples = [] 1368 w_deltas = {} 1369 for name in sorted(obs[i].names): 1370 w_deltas[name] = _reduce_deltas(weight.deltas[name], weight.idl[name], obs[i].idl[name]) 1371 new_samples.append((w_deltas[name] + weight.r_values[name]) * (obs[i].deltas[name] + obs[i].r_values[name])) 1372 tmp_obs = Obs(new_samples, sorted(obs[i].names), idl=[obs[i].idl[name] for name in sorted(obs[i].names)]) 1373 1374 if kwargs.get('all_configs'): 1375 new_weight = weight 1376 else: 1377 new_weight = Obs([w_deltas[name] + weight.r_values[name] for name in sorted(obs[i].names)], sorted(obs[i].names), idl=[obs[i].idl[name] for name in sorted(obs[i].names)]) 1378 1379 result.append(tmp_obs / new_weight) 1380 result[-1].reweighted = True 1381 result[-1].is_merged = obs[i].is_merged 1382 1383 return result 1384 1385 1386def correlate(obs_a, obs_b): 1387 """Correlate two observables. 1388 1389 Parameters 1390 ---------- 1391 obs_a : Obs 1392 First observable 1393 obs_b : Obs 1394 Second observable 1395 1396 Notes 1397 ----- 1398 Keep in mind to only correlate primary observables which have not been reweighted 1399 yet. The reweighting has to be applied after correlating the observables. 1400 Currently only works if ensembles are identical (this is not strictly necessary). 1401 """ 1402 1403 if sorted(obs_a.names) != sorted(obs_b.names): 1404 raise Exception('Ensembles do not fit') 1405 if len(obs_a.cov_names) or len(obs_b.cov_names): 1406 raise Exception('Error: Not possible to correlate Obs that contain covobs!') 1407 for name in obs_a.names: 1408 if obs_a.shape[name] != obs_b.shape[name]: 1409 raise Exception('Shapes of ensemble', name, 'do not fit') 1410 if obs_a.idl[name] != obs_b.idl[name]: 1411 raise Exception('idl of ensemble', name, 'do not fit') 1412 1413 if obs_a.reweighted is True: 1414 warnings.warn("The first observable is already reweighted.", RuntimeWarning) 1415 if obs_b.reweighted is True: 1416 warnings.warn("The second observable is already reweighted.", RuntimeWarning) 1417 1418 new_samples = [] 1419 new_idl = [] 1420 for name in sorted(obs_a.names): 1421 new_samples.append((obs_a.deltas[name] + obs_a.r_values[name]) * (obs_b.deltas[name] + obs_b.r_values[name])) 1422 new_idl.append(obs_a.idl[name]) 1423 1424 o = Obs(new_samples, sorted(obs_a.names), idl=new_idl) 1425 o.is_merged = {name: (obs_a.is_merged.get(name, False) or obs_b.is_merged.get(name, False)) for name in o.names} 1426 o.reweighted = obs_a.reweighted or obs_b.reweighted 1427 return o 1428 1429 1430def covariance(obs, visualize=False, correlation=False, smooth=None, **kwargs): 1431 r'''Calculates the error covariance matrix of a set of observables. 1432 1433 WARNING: This function should be used with care, especially for observables with support on multiple 1434 ensembles with differing autocorrelations. See the notes below for details. 1435 1436 The gamma method has to be applied first to all observables. 1437 1438 Parameters 1439 ---------- 1440 obs : list or numpy.ndarray 1441 List or one dimensional array of Obs 1442 visualize : bool 1443 If True plots the corresponding normalized correlation matrix (default False). 1444 correlation : bool 1445 If True the correlation matrix instead of the error covariance matrix is returned (default False). 1446 smooth : None or int 1447 If smooth is an integer 'E' between 2 and the dimension of the matrix minus 1 the eigenvalue 1448 smoothing procedure of hep-lat/9412087 is applied to the correlation matrix which leaves the 1449 largest E eigenvalues essentially unchanged and smoothes the smaller eigenvalues to avoid extremely 1450 small ones. 1451 1452 Notes 1453 ----- 1454 The error covariance is defined such that it agrees with the squared standard error for two identical observables 1455 $$\operatorname{cov}(a,a)=\sum_{s=1}^N\delta_a^s\delta_a^s/N^2=\Gamma_{aa}(0)/N=\operatorname{var}(a)/N=\sigma_a^2$$ 1456 in the absence of autocorrelation. 1457 The error covariance is estimated by calculating the correlation matrix assuming no autocorrelation and then rescaling the correlation matrix by the full errors including the previous gamma method estimate for the autocorrelation of the observables. The covariance at windowsize 0 is guaranteed to be positive semi-definite 1458 $$\sum_{i,j}v_i\Gamma_{ij}(0)v_j=\frac{1}{N}\sum_{s=1}^N\sum_{i,j}v_i\delta_i^s\delta_j^s v_j=\frac{1}{N}\sum_{s=1}^N\sum_{i}|v_i\delta_i^s|^2\geq 0\,,$$ for every $v\in\mathbb{R}^M$, while such an identity does not hold for larger windows/lags. 1459 For observables defined on a single ensemble our approximation is equivalent to assuming that the integrated autocorrelation time of an off-diagonal element is equal to the geometric mean of the integrated autocorrelation times of the corresponding diagonal elements. 1460 $$\tau_{\mathrm{int}, ij}=\sqrt{\tau_{\mathrm{int}, i}\times \tau_{\mathrm{int}, j}}$$ 1461 This construction ensures that the estimated covariance matrix is positive semi-definite (up to numerical rounding errors). 1462 ''' 1463 1464 length = len(obs) 1465 1466 max_samples = np.max([o.N for o in obs]) 1467 if max_samples <= length and not [item for sublist in [o.cov_names for o in obs] for item in sublist]: 1468 warnings.warn(f"The dimension of the covariance matrix ({length}) is larger or equal to the number of samples ({max_samples}). This will result in a rank deficient matrix.", RuntimeWarning) 1469 1470 cov = np.zeros((length, length)) 1471 for i in range(length): 1472 for j in range(i, length): 1473 cov[i, j] = _covariance_element(obs[i], obs[j]) 1474 cov = cov + cov.T - np.diag(np.diag(cov)) 1475 1476 corr = np.diag(1 / np.sqrt(np.diag(cov))) @ cov @ np.diag(1 / np.sqrt(np.diag(cov))) 1477 1478 if isinstance(smooth, int): 1479 corr = _smooth_eigenvalues(corr, smooth) 1480 1481 if visualize: 1482 plt.matshow(corr, vmin=-1, vmax=1) 1483 plt.set_cmap('RdBu') 1484 plt.colorbar() 1485 plt.draw() 1486 1487 if correlation is True: 1488 return corr 1489 1490 errors = [o.dvalue for o in obs] 1491 cov = np.diag(errors) @ corr @ np.diag(errors) 1492 1493 eigenvalues = np.linalg.eigh(cov)[0] 1494 if not np.all(eigenvalues >= 0): 1495 warnings.warn("Covariance matrix is not positive semi-definite (Eigenvalues: " + str(eigenvalues) + ")", RuntimeWarning) 1496 1497 return cov 1498 1499 1500def _smooth_eigenvalues(corr, E): 1501 """Eigenvalue smoothing as described in hep-lat/9412087 1502 1503 corr : np.ndarray 1504 correlation matrix 1505 E : integer 1506 Number of eigenvalues to be left substantially unchanged 1507 """ 1508 if not (2 < E < corr.shape[0] - 1): 1509 raise Exception(f"'E' has to be between 2 and the dimension of the correlation matrix minus 1 ({corr.shape[0] - 1}).") 1510 vals, vec = np.linalg.eigh(corr) 1511 lambda_min = np.mean(vals[:-E]) 1512 vals[vals < lambda_min] = lambda_min 1513 vals /= np.mean(vals) 1514 return vec @ np.diag(vals) @ vec.T 1515 1516 1517def _covariance_element(obs1, obs2): 1518 """Estimates the covariance of two Obs objects, neglecting autocorrelations.""" 1519 1520 def calc_gamma(deltas1, deltas2, idx1, idx2, new_idx): 1521 deltas1 = _reduce_deltas(deltas1, idx1, new_idx) 1522 deltas2 = _reduce_deltas(deltas2, idx2, new_idx) 1523 return np.sum(deltas1 * deltas2) 1524 1525 if set(obs1.names).isdisjoint(set(obs2.names)): 1526 return 0.0 1527 1528 if not hasattr(obs1, 'e_dvalue') or not hasattr(obs2, 'e_dvalue'): 1529 raise Exception('The gamma method has to be applied to both Obs first.') 1530 1531 dvalue = 0.0 1532 1533 for e_name in obs1.mc_names: 1534 1535 if e_name not in obs2.mc_names: 1536 continue 1537 1538 idl_d = {} 1539 for r_name in obs1.e_content[e_name]: 1540 if r_name not in obs2.e_content[e_name]: 1541 continue 1542 idl_d[r_name] = _intersection_idx([obs1.idl[r_name], obs2.idl[r_name]]) 1543 1544 gamma = 0.0 1545 1546 for r_name in obs1.e_content[e_name]: 1547 if r_name not in obs2.e_content[e_name]: 1548 continue 1549 if len(idl_d[r_name]) == 0: 1550 continue 1551 gamma += calc_gamma(obs1.deltas[r_name], obs2.deltas[r_name], obs1.idl[r_name], obs2.idl[r_name], idl_d[r_name]) 1552 1553 if gamma == 0.0: 1554 continue 1555 1556 gamma_div = 0.0 1557 for r_name in obs1.e_content[e_name]: 1558 if r_name not in obs2.e_content[e_name]: 1559 continue 1560 if len(idl_d[r_name]) == 0: 1561 continue 1562 gamma_div += np.sqrt(calc_gamma(obs1.deltas[r_name], obs1.deltas[r_name], obs1.idl[r_name], obs1.idl[r_name], idl_d[r_name]) * calc_gamma(obs2.deltas[r_name], obs2.deltas[r_name], obs2.idl[r_name], obs2.idl[r_name], idl_d[r_name])) 1563 gamma /= gamma_div 1564 1565 dvalue += gamma 1566 1567 for e_name in obs1.cov_names: 1568 1569 if e_name not in obs2.cov_names: 1570 continue 1571 1572 dvalue += float(np.dot(np.transpose(obs1.covobs[e_name].grad), np.dot(obs1.covobs[e_name].cov, obs2.covobs[e_name].grad))) 1573 1574 return dvalue 1575 1576 1577def import_jackknife(jacks, name, idl=None): 1578 """Imports jackknife samples and returns an Obs 1579 1580 Parameters 1581 ---------- 1582 jacks : numpy.ndarray 1583 numpy array containing the mean value as zeroth entry and 1584 the N jackknife samples as first to Nth entry. 1585 name : str 1586 name of the ensemble the samples are defined on. 1587 """ 1588 length = len(jacks) - 1 1589 prj = (np.ones((length, length)) - (length - 1) * np.identity(length)) 1590 samples = jacks[1:] @ prj 1591 mean = np.mean(samples) 1592 new_obs = Obs([samples - mean], [name], idl=idl, means=[mean]) 1593 new_obs._value = jacks[0] 1594 return new_obs 1595 1596 1597def merge_obs(list_of_obs): 1598 """Combine all observables in list_of_obs into one new observable 1599 1600 Parameters 1601 ---------- 1602 list_of_obs : list 1603 list of the Obs object to be combined 1604 1605 Notes 1606 ----- 1607 It is not possible to combine obs which are based on the same replicum 1608 """ 1609 replist = [item for obs in list_of_obs for item in obs.names] 1610 if (len(replist) == len(set(replist))) is False: 1611 raise Exception('list_of_obs contains duplicate replica: %s' % (str(replist))) 1612 if any([len(o.cov_names) for o in list_of_obs]): 1613 raise Exception('Not possible to merge data that contains covobs!') 1614 new_dict = {} 1615 idl_dict = {} 1616 for o in list_of_obs: 1617 new_dict.update({key: o.deltas.get(key, 0) + o.r_values.get(key, 0) 1618 for key in set(o.deltas) | set(o.r_values)}) 1619 idl_dict.update({key: o.idl.get(key, 0) for key in set(o.deltas)}) 1620 1621 names = sorted(new_dict.keys()) 1622 o = Obs([new_dict[name] for name in names], names, idl=[idl_dict[name] for name in names]) 1623 o.is_merged = {name: np.any([oi.is_merged.get(name, False) for oi in list_of_obs]) for name in o.names} 1624 o.reweighted = np.max([oi.reweighted for oi in list_of_obs]) 1625 return o 1626 1627 1628def cov_Obs(means, cov, name, grad=None): 1629 """Create an Obs based on mean(s) and a covariance matrix 1630 1631 Parameters 1632 ---------- 1633 mean : list of floats or float 1634 N mean value(s) of the new Obs 1635 cov : list or array 1636 2d (NxN) Covariance matrix, 1d diagonal entries or 0d covariance 1637 name : str 1638 identifier for the covariance matrix 1639 grad : list or array 1640 Gradient of the Covobs wrt. the means belonging to cov. 1641 """ 1642 1643 def covobs_to_obs(co): 1644 """Make an Obs out of a Covobs 1645 1646 Parameters 1647 ---------- 1648 co : Covobs 1649 Covobs to be embedded into the Obs 1650 """ 1651 o = Obs([], [], means=[]) 1652 o._value = co.value 1653 o.names.append(co.name) 1654 o._covobs[co.name] = co 1655 o._dvalue = np.sqrt(co.errsq()) 1656 return o 1657 1658 ol = [] 1659 if isinstance(means, (float, int)): 1660 means = [means] 1661 1662 for i in range(len(means)): 1663 ol.append(covobs_to_obs(Covobs(means[i], cov, name, pos=i, grad=grad))) 1664 if ol[0].covobs[name].N != len(means): 1665 raise Exception('You have to provide %d mean values!' % (ol[0].N)) 1666 if len(ol) == 1: 1667 return ol[0] 1668 return ol
17class Obs: 18 """Class for a general observable. 19 20 Instances of Obs are the basic objects of a pyerrors error analysis. 21 They are initialized with a list which contains arrays of samples for 22 different ensembles/replica and another list of same length which contains 23 the names of the ensembles/replica. Mathematical operations can be 24 performed on instances. The result is another instance of Obs. The error of 25 an instance can be computed with the gamma_method. Also contains additional 26 methods for output and visualization of the error calculation. 27 28 Attributes 29 ---------- 30 S_global : float 31 Standard value for S (default 2.0) 32 S_dict : dict 33 Dictionary for S values. If an entry for a given ensemble 34 exists this overwrites the standard value for that ensemble. 35 tau_exp_global : float 36 Standard value for tau_exp (default 0.0) 37 tau_exp_dict : dict 38 Dictionary for tau_exp values. If an entry for a given ensemble exists 39 this overwrites the standard value for that ensemble. 40 N_sigma_global : float 41 Standard value for N_sigma (default 1.0) 42 N_sigma_dict : dict 43 Dictionary for N_sigma values. If an entry for a given ensemble exists 44 this overwrites the standard value for that ensemble. 45 """ 46 __slots__ = ['names', 'shape', 'r_values', 'deltas', 'N', '_value', '_dvalue', 47 'ddvalue', 'reweighted', 'S', 'tau_exp', 'N_sigma', 48 'e_dvalue', 'e_ddvalue', 'e_tauint', 'e_dtauint', 49 'e_windowsize', 'e_rho', 'e_drho', 'e_n_tauint', 'e_n_dtauint', 50 'idl', 'is_merged', 'tag', '_covobs', '__dict__'] 51 52 S_global = 2.0 53 S_dict = {} 54 tau_exp_global = 0.0 55 tau_exp_dict = {} 56 N_sigma_global = 1.0 57 N_sigma_dict = {} 58 filter_eps = 1e-10 59 60 def __init__(self, samples, names, idl=None, **kwargs): 61 """ Initialize Obs object. 62 63 Parameters 64 ---------- 65 samples : list 66 list of numpy arrays containing the Monte Carlo samples 67 names : list 68 list of strings labeling the individual samples 69 idl : list, optional 70 list of ranges or lists on which the samples are defined 71 """ 72 73 if kwargs.get("means") is None and len(samples): 74 if len(samples) != len(names): 75 raise Exception('Length of samples and names incompatible.') 76 if idl is not None: 77 if len(idl) != len(names): 78 raise Exception('Length of idl incompatible with samples and names.') 79 name_length = len(names) 80 if name_length > 1: 81 if name_length != len(set(names)): 82 raise Exception('names are not unique.') 83 if not all(isinstance(x, str) for x in names): 84 raise TypeError('All names have to be strings.') 85 else: 86 if not isinstance(names[0], str): 87 raise TypeError('All names have to be strings.') 88 if min(len(x) for x in samples) <= 4: 89 raise Exception('Samples have to have at least 5 entries.') 90 91 self.names = sorted(names) 92 self.shape = {} 93 self.r_values = {} 94 self.deltas = {} 95 self._covobs = {} 96 97 self._value = 0 98 self.N = 0 99 self.is_merged = {} 100 self.idl = {} 101 if idl is not None: 102 for name, idx in sorted(zip(names, idl)): 103 if isinstance(idx, range): 104 self.idl[name] = idx 105 elif isinstance(idx, (list, np.ndarray)): 106 dc = np.unique(np.diff(idx)) 107 if np.any(dc < 0): 108 raise Exception("Unsorted idx for idl[%s]" % (name)) 109 if len(dc) == 1: 110 self.idl[name] = range(idx[0], idx[-1] + dc[0], dc[0]) 111 else: 112 self.idl[name] = list(idx) 113 else: 114 raise Exception('incompatible type for idl[%s].' % (name)) 115 else: 116 for name, sample in sorted(zip(names, samples)): 117 self.idl[name] = range(1, len(sample) + 1) 118 119 if kwargs.get("means") is not None: 120 for name, sample, mean in sorted(zip(names, samples, kwargs.get("means"))): 121 self.shape[name] = len(self.idl[name]) 122 self.N += self.shape[name] 123 self.r_values[name] = mean 124 self.deltas[name] = sample 125 else: 126 for name, sample in sorted(zip(names, samples)): 127 self.shape[name] = len(self.idl[name]) 128 self.N += self.shape[name] 129 if len(sample) != self.shape[name]: 130 raise Exception('Incompatible samples and idx for %s: %d vs. %d' % (name, len(sample), self.shape[name])) 131 self.r_values[name] = np.mean(sample) 132 self.deltas[name] = sample - self.r_values[name] 133 self._value += self.shape[name] * self.r_values[name] 134 self._value /= self.N 135 136 self._dvalue = 0.0 137 self.ddvalue = 0.0 138 self.reweighted = False 139 140 self.tag = None 141 142 @property 143 def value(self): 144 return self._value 145 146 @property 147 def dvalue(self): 148 return self._dvalue 149 150 @property 151 def e_names(self): 152 return sorted(set([o.split('|')[0] for o in self.names])) 153 154 @property 155 def cov_names(self): 156 return sorted(set([o for o in self.covobs.keys()])) 157 158 @property 159 def mc_names(self): 160 return sorted(set([o.split('|')[0] for o in self.names if o not in self.cov_names])) 161 162 @property 163 def e_content(self): 164 res = {} 165 for e, e_name in enumerate(self.e_names): 166 res[e_name] = sorted(filter(lambda x: x.startswith(e_name + '|'), self.names)) 167 if e_name in self.names: 168 res[e_name].append(e_name) 169 return res 170 171 @property 172 def covobs(self): 173 return self._covobs 174 175 def gamma_method(self, **kwargs): 176 """Estimate the error and related properties of the Obs. 177 178 Parameters 179 ---------- 180 S : float 181 specifies a custom value for the parameter S (default 2.0). 182 If set to 0 it is assumed that the data exhibits no 183 autocorrelation. In this case the error estimates coincides 184 with the sample standard error. 185 tau_exp : float 186 positive value triggers the critical slowing down analysis 187 (default 0.0). 188 N_sigma : float 189 number of standard deviations from zero until the tail is 190 attached to the autocorrelation function (default 1). 191 fft : bool 192 determines whether the fft algorithm is used for the computation 193 of the autocorrelation function (default True) 194 """ 195 196 e_content = self.e_content 197 self.e_dvalue = {} 198 self.e_ddvalue = {} 199 self.e_tauint = {} 200 self.e_dtauint = {} 201 self.e_windowsize = {} 202 self.e_n_tauint = {} 203 self.e_n_dtauint = {} 204 e_gamma = {} 205 self.e_rho = {} 206 self.e_drho = {} 207 self._dvalue = 0 208 self.ddvalue = 0 209 210 self.S = {} 211 self.tau_exp = {} 212 self.N_sigma = {} 213 214 if kwargs.get('fft') is False: 215 fft = False 216 else: 217 fft = True 218 219 def _parse_kwarg(kwarg_name): 220 if kwarg_name in kwargs: 221 tmp = kwargs.get(kwarg_name) 222 if isinstance(tmp, (int, float)): 223 if tmp < 0: 224 raise Exception(kwarg_name + ' has to be larger or equal to 0.') 225 for e, e_name in enumerate(self.e_names): 226 getattr(self, kwarg_name)[e_name] = tmp 227 else: 228 raise TypeError(kwarg_name + ' is not in proper format.') 229 else: 230 for e, e_name in enumerate(self.e_names): 231 if e_name in getattr(Obs, kwarg_name + '_dict'): 232 getattr(self, kwarg_name)[e_name] = getattr(Obs, kwarg_name + '_dict')[e_name] 233 else: 234 getattr(self, kwarg_name)[e_name] = getattr(Obs, kwarg_name + '_global') 235 236 _parse_kwarg('S') 237 _parse_kwarg('tau_exp') 238 _parse_kwarg('N_sigma') 239 240 for e, e_name in enumerate(self.mc_names): 241 r_length = [] 242 for r_name in e_content[e_name]: 243 if isinstance(self.idl[r_name], range): 244 r_length.append(len(self.idl[r_name])) 245 else: 246 r_length.append((self.idl[r_name][-1] - self.idl[r_name][0] + 1)) 247 248 e_N = np.sum([self.shape[r_name] for r_name in e_content[e_name]]) 249 w_max = max(r_length) // 2 250 e_gamma[e_name] = np.zeros(w_max) 251 self.e_rho[e_name] = np.zeros(w_max) 252 self.e_drho[e_name] = np.zeros(w_max) 253 254 for r_name in e_content[e_name]: 255 e_gamma[e_name] += self._calc_gamma(self.deltas[r_name], self.idl[r_name], self.shape[r_name], w_max, fft) 256 257 gamma_div = np.zeros(w_max) 258 for r_name in e_content[e_name]: 259 gamma_div += self._calc_gamma(np.ones((self.shape[r_name])), self.idl[r_name], self.shape[r_name], w_max, fft) 260 gamma_div[gamma_div < 1] = 1.0 261 e_gamma[e_name] /= gamma_div[:w_max] 262 263 if np.abs(e_gamma[e_name][0]) < 10 * np.finfo(float).tiny: # Prevent division by zero 264 self.e_tauint[e_name] = 0.5 265 self.e_dtauint[e_name] = 0.0 266 self.e_dvalue[e_name] = 0.0 267 self.e_ddvalue[e_name] = 0.0 268 self.e_windowsize[e_name] = 0 269 continue 270 271 gaps = [] 272 for r_name in e_content[e_name]: 273 if isinstance(self.idl[r_name], range): 274 gaps.append(1) 275 else: 276 gaps.append(np.min(np.diff(self.idl[r_name]))) 277 278 if not np.all([gi == gaps[0] for gi in gaps]): 279 raise Exception(f"Replica for ensemble {e_name} are not equally spaced.", gaps) 280 else: 281 gapsize = gaps[0] 282 283 self.e_rho[e_name] = e_gamma[e_name][:w_max] / e_gamma[e_name][0] 284 self.e_n_tauint[e_name] = np.cumsum(np.concatenate(([0.5], self.e_rho[e_name][1:]))) 285 # Make sure no entry of tauint is smaller than 0.5 286 self.e_n_tauint[e_name][self.e_n_tauint[e_name] <= 0.5] = 0.5 + np.finfo(np.float64).eps 287 # hep-lat/0306017 eq. (42) 288 self.e_n_dtauint[e_name] = self.e_n_tauint[e_name] * 2 * np.sqrt(np.abs(np.arange(w_max) / gapsize + 0.5 - self.e_n_tauint[e_name]) / e_N) 289 self.e_n_dtauint[e_name][0] = 0.0 290 291 def _compute_drho(i): 292 tmp = self.e_rho[e_name][i + 1:w_max] + np.concatenate([self.e_rho[e_name][i - 1::-1], self.e_rho[e_name][1:w_max - 2 * i]]) - 2 * self.e_rho[e_name][i] * self.e_rho[e_name][1:w_max - i] 293 self.e_drho[e_name][i] = np.sqrt(np.sum(tmp ** 2) / e_N) 294 295 _compute_drho(gapsize) 296 if self.tau_exp[e_name] > 0: 297 texp = self.tau_exp[e_name] 298 # Critical slowing down analysis 299 if w_max // 2 <= 1: 300 raise Exception("Need at least 8 samples for tau_exp error analysis") 301 for n in range(gapsize, w_max // 2, gapsize): 302 _compute_drho(n + gapsize) 303 if (self.e_rho[e_name][n] - self.N_sigma[e_name] * self.e_drho[e_name][n]) < 0 or n >= w_max // 2 - 2: 304 # Bias correction hep-lat/0306017 eq. (49) included 305 self.e_tauint[e_name] = self.e_n_tauint[e_name][n] * (1 + (2 * n / gapsize + 1) / e_N) / (1 + 1 / e_N) + texp * np.abs(self.e_rho[e_name][n + 1]) # The absolute makes sure, that the tail contribution is always positive 306 self.e_dtauint[e_name] = np.sqrt(self.e_n_dtauint[e_name][n] ** 2 + texp ** 2 * self.e_drho[e_name][n + 1] ** 2) 307 # Error of tau_exp neglected so far, missing term: self.e_rho[e_name][n + 1] ** 2 * d_tau_exp ** 2 308 self.e_dvalue[e_name] = np.sqrt(2 * self.e_tauint[e_name] * e_gamma[e_name][0] * (1 + 1 / e_N) / e_N) 309 self.e_ddvalue[e_name] = self.e_dvalue[e_name] * np.sqrt((n / gapsize + 0.5) / e_N) 310 self.e_windowsize[e_name] = n 311 break 312 else: 313 if self.S[e_name] == 0.0: 314 self.e_tauint[e_name] = 0.5 315 self.e_dtauint[e_name] = 0.0 316 self.e_dvalue[e_name] = np.sqrt(e_gamma[e_name][0] / (e_N - 1)) 317 self.e_ddvalue[e_name] = self.e_dvalue[e_name] * np.sqrt(0.5 / e_N) 318 self.e_windowsize[e_name] = 0 319 else: 320 # Standard automatic windowing procedure 321 tau = self.S[e_name] / np.log((2 * self.e_n_tauint[e_name][gapsize::gapsize] + 1) / (2 * self.e_n_tauint[e_name][gapsize::gapsize] - 1)) 322 g_w = np.exp(- np.arange(1, len(tau) + 1) / tau) - tau / np.sqrt(np.arange(1, len(tau) + 1) * e_N) 323 for n in range(1, w_max): 324 if n < w_max // 2 - 2: 325 _compute_drho(gapsize * n + gapsize) 326 if g_w[n - 1] < 0 or n >= w_max - 1: 327 n *= gapsize 328 self.e_tauint[e_name] = self.e_n_tauint[e_name][n] * (1 + (2 * n / gapsize + 1) / e_N) / (1 + 1 / e_N) # Bias correction hep-lat/0306017 eq. (49) 329 self.e_dtauint[e_name] = self.e_n_dtauint[e_name][n] 330 self.e_dvalue[e_name] = np.sqrt(2 * self.e_tauint[e_name] * e_gamma[e_name][0] * (1 + 1 / e_N) / e_N) 331 self.e_ddvalue[e_name] = self.e_dvalue[e_name] * np.sqrt((n / gapsize + 0.5) / e_N) 332 self.e_windowsize[e_name] = n 333 break 334 335 self._dvalue += self.e_dvalue[e_name] ** 2 336 self.ddvalue += (self.e_dvalue[e_name] * self.e_ddvalue[e_name]) ** 2 337 338 for e_name in self.cov_names: 339 self.e_dvalue[e_name] = np.sqrt(self.covobs[e_name].errsq()) 340 self.e_ddvalue[e_name] = 0 341 self._dvalue += self.e_dvalue[e_name]**2 342 343 self._dvalue = np.sqrt(self._dvalue) 344 if self._dvalue == 0.0: 345 self.ddvalue = 0.0 346 else: 347 self.ddvalue = np.sqrt(self.ddvalue) / self._dvalue 348 return 349 350 def _calc_gamma(self, deltas, idx, shape, w_max, fft): 351 """Calculate Gamma_{AA} from the deltas, which are defined on idx. 352 idx is assumed to be a contiguous range (possibly with a stepsize != 1) 353 354 Parameters 355 ---------- 356 deltas : list 357 List of fluctuations 358 idx : list 359 List or range of configurations on which the deltas are defined. 360 shape : int 361 Number of configurations in idx. 362 w_max : int 363 Upper bound for the summation window. 364 fft : bool 365 determines whether the fft algorithm is used for the computation 366 of the autocorrelation function. 367 """ 368 gamma = np.zeros(w_max) 369 deltas = _expand_deltas(deltas, idx, shape) 370 new_shape = len(deltas) 371 if fft: 372 max_gamma = min(new_shape, w_max) 373 # The padding for the fft has to be even 374 padding = new_shape + max_gamma + (new_shape + max_gamma) % 2 375 gamma[:max_gamma] += np.fft.irfft(np.abs(np.fft.rfft(deltas, padding)) ** 2)[:max_gamma] 376 else: 377 for n in range(w_max): 378 if new_shape - n >= 0: 379 gamma[n] += deltas[0:new_shape - n].dot(deltas[n:new_shape]) 380 381 return gamma 382 383 def details(self, ens_content=True): 384 """Output detailed properties of the Obs. 385 386 Parameters 387 ---------- 388 ens_content : bool 389 print details about the ensembles and replica if true. 390 """ 391 if self.tag is not None: 392 print("Description:", self.tag) 393 if not hasattr(self, 'e_dvalue'): 394 print('Result\t %3.8e' % (self.value)) 395 else: 396 if self.value == 0.0: 397 percentage = np.nan 398 else: 399 percentage = np.abs(self._dvalue / self.value) * 100 400 print('Result\t %3.8e +/- %3.8e +/- %3.8e (%3.3f%%)' % (self.value, self._dvalue, self.ddvalue, percentage)) 401 if len(self.e_names) > 1: 402 print(' Ensemble errors:') 403 e_content = self.e_content 404 for e_name in self.mc_names: 405 if isinstance(self.idl[e_content[e_name][0]], range): 406 gap = self.idl[e_content[e_name][0]].step 407 else: 408 gap = np.min(np.diff(self.idl[e_content[e_name][0]])) 409 410 if len(self.e_names) > 1: 411 print('', e_name, '\t %3.6e +/- %3.6e' % (self.e_dvalue[e_name], self.e_ddvalue[e_name])) 412 tau_string = " \N{GREEK SMALL LETTER TAU}_int\t " + _format_uncertainty(self.e_tauint[e_name], self.e_dtauint[e_name]) 413 tau_string += f" in units of {gap} config" 414 if gap > 1: 415 tau_string += "s" 416 if self.tau_exp[e_name] > 0: 417 tau_string = f"{tau_string: <45}" + '\t(\N{GREEK SMALL LETTER TAU}_exp=%3.2f, N_\N{GREEK SMALL LETTER SIGMA}=%1.0i)' % (self.tau_exp[e_name], self.N_sigma[e_name]) 418 else: 419 tau_string = f"{tau_string: <45}" + '\t(S=%3.2f)' % (self.S[e_name]) 420 print(tau_string) 421 for e_name in self.cov_names: 422 print('', e_name, '\t %3.8e' % (self.e_dvalue[e_name])) 423 if ens_content is True: 424 if len(self.e_names) == 1: 425 print(self.N, 'samples in', len(self.e_names), 'ensemble:') 426 else: 427 print(self.N, 'samples in', len(self.e_names), 'ensembles:') 428 my_string_list = [] 429 for key, value in sorted(self.e_content.items()): 430 if key not in self.covobs: 431 my_string = ' ' + "\u00B7 Ensemble '" + key + "' " 432 if len(value) == 1: 433 my_string += f': {self.shape[value[0]]} configurations' 434 if isinstance(self.idl[value[0]], range): 435 my_string += f' (from {self.idl[value[0]].start} to {self.idl[value[0]][-1]}' + int(self.idl[value[0]].step != 1) * f' in steps of {self.idl[value[0]].step}' + ')' 436 else: 437 my_string += f' (irregular range from {self.idl[value[0]][0]} to {self.idl[value[0]][-1]})' 438 else: 439 sublist = [] 440 for v in value: 441 my_substring = ' ' + "\u00B7 Replicum '" + v[len(key) + 1:] + "' " 442 my_substring += f': {self.shape[v]} configurations' 443 if isinstance(self.idl[v], range): 444 my_substring += f' (from {self.idl[v].start} to {self.idl[v][-1]}' + int(self.idl[v].step != 1) * f' in steps of {self.idl[v].step}' + ')' 445 else: 446 my_substring += f' (irregular range from {self.idl[v][0]} to {self.idl[v][-1]})' 447 sublist.append(my_substring) 448 449 my_string += '\n' + '\n'.join(sublist) 450 else: 451 my_string = ' ' + "\u00B7 Covobs '" + key + "' " 452 my_string_list.append(my_string) 453 print('\n'.join(my_string_list)) 454 455 def reweight(self, weight): 456 """Reweight the obs with given rewighting factors. 457 458 Parameters 459 ---------- 460 weight : Obs 461 Reweighting factor. An Observable that has to be defined on a superset of the 462 configurations in obs[i].idl for all i. 463 all_configs : bool 464 if True, the reweighted observables are normalized by the average of 465 the reweighting factor on all configurations in weight.idl and not 466 on the configurations in obs[i].idl. Default False. 467 """ 468 return reweight(weight, [self])[0] 469 470 def is_zero_within_error(self, sigma=1): 471 """Checks whether the observable is zero within 'sigma' standard errors. 472 473 Parameters 474 ---------- 475 sigma : int 476 Number of standard errors used for the check. 477 478 Works only properly when the gamma method was run. 479 """ 480 return self.is_zero() or np.abs(self.value) <= sigma * self._dvalue 481 482 def is_zero(self, atol=1e-10): 483 """Checks whether the observable is zero within a given tolerance. 484 485 Parameters 486 ---------- 487 atol : float 488 Absolute tolerance (for details see numpy documentation). 489 """ 490 return np.isclose(0.0, self.value, 1e-14, atol) and all(np.allclose(0.0, delta, 1e-14, atol) for delta in self.deltas.values()) and all(np.allclose(0.0, delta.errsq(), 1e-14, atol) for delta in self.covobs.values()) 491 492 def plot_tauint(self, save=None): 493 """Plot integrated autocorrelation time for each ensemble. 494 495 Parameters 496 ---------- 497 save : str 498 saves the figure to a file named 'save' if. 499 """ 500 if not hasattr(self, 'e_dvalue'): 501 raise Exception('Run the gamma method first.') 502 503 for e, e_name in enumerate(self.mc_names): 504 fig = plt.figure() 505 plt.xlabel(r'$W$') 506 plt.ylabel(r'$\tau_\mathrm{int}$') 507 length = int(len(self.e_n_tauint[e_name])) 508 if self.tau_exp[e_name] > 0: 509 base = self.e_n_tauint[e_name][self.e_windowsize[e_name]] 510 x_help = np.arange(2 * self.tau_exp[e_name]) 511 y_help = (x_help + 1) * np.abs(self.e_rho[e_name][self.e_windowsize[e_name] + 1]) * (1 - x_help / (2 * (2 * self.tau_exp[e_name] - 1))) + base 512 x_arr = np.arange(self.e_windowsize[e_name] + 1, self.e_windowsize[e_name] + 1 + 2 * self.tau_exp[e_name]) 513 plt.plot(x_arr, y_help, 'C' + str(e), linewidth=1, ls='--', marker=',') 514 plt.errorbar([self.e_windowsize[e_name] + 2 * self.tau_exp[e_name]], [self.e_tauint[e_name]], 515 yerr=[self.e_dtauint[e_name]], fmt='C' + str(e), linewidth=1, capsize=2, marker='o', mfc=plt.rcParams['axes.facecolor']) 516 xmax = self.e_windowsize[e_name] + 2 * self.tau_exp[e_name] + 1.5 517 label = e_name + r', $\tau_\mathrm{exp}$=' + str(np.around(self.tau_exp[e_name], decimals=2)) 518 else: 519 label = e_name + ', S=' + str(np.around(self.S[e_name], decimals=2)) 520 xmax = max(10.5, 2 * self.e_windowsize[e_name] - 0.5) 521 522 plt.errorbar(np.arange(length)[:int(xmax) + 1], self.e_n_tauint[e_name][:int(xmax) + 1], yerr=self.e_n_dtauint[e_name][:int(xmax) + 1], linewidth=1, capsize=2, label=label) 523 plt.axvline(x=self.e_windowsize[e_name], color='C' + str(e), alpha=0.5, marker=',', ls='--') 524 plt.legend() 525 plt.xlim(-0.5, xmax) 526 ylim = plt.ylim() 527 plt.ylim(bottom=0.0, top=max(1.0, ylim[1])) 528 plt.draw() 529 if save: 530 fig.savefig(save + "_" + str(e)) 531 532 def plot_rho(self, save=None): 533 """Plot normalized autocorrelation function time for each ensemble. 534 535 Parameters 536 ---------- 537 save : str 538 saves the figure to a file named 'save' if. 539 """ 540 if not hasattr(self, 'e_dvalue'): 541 raise Exception('Run the gamma method first.') 542 for e, e_name in enumerate(self.mc_names): 543 fig = plt.figure() 544 plt.xlabel('W') 545 plt.ylabel('rho') 546 length = int(len(self.e_drho[e_name])) 547 plt.errorbar(np.arange(length), self.e_rho[e_name][:length], yerr=self.e_drho[e_name][:], linewidth=1, capsize=2) 548 plt.axvline(x=self.e_windowsize[e_name], color='r', alpha=0.25, ls='--', marker=',') 549 if self.tau_exp[e_name] > 0: 550 plt.plot([self.e_windowsize[e_name] + 1, self.e_windowsize[e_name] + 1 + 2 * self.tau_exp[e_name]], 551 [self.e_rho[e_name][self.e_windowsize[e_name] + 1], 0], 'k-', lw=1) 552 xmax = self.e_windowsize[e_name] + 2 * self.tau_exp[e_name] + 1.5 553 plt.title('Rho ' + e_name + r', tau\_exp=' + str(np.around(self.tau_exp[e_name], decimals=2))) 554 else: 555 xmax = max(10.5, 2 * self.e_windowsize[e_name] - 0.5) 556 plt.title('Rho ' + e_name + ', S=' + str(np.around(self.S[e_name], decimals=2))) 557 plt.plot([-0.5, xmax], [0, 0], 'k--', lw=1) 558 plt.xlim(-0.5, xmax) 559 plt.draw() 560 if save: 561 fig.savefig(save + "_" + str(e)) 562 563 def plot_rep_dist(self): 564 """Plot replica distribution for each ensemble with more than one replicum.""" 565 if not hasattr(self, 'e_dvalue'): 566 raise Exception('Run the gamma method first.') 567 for e, e_name in enumerate(self.mc_names): 568 if len(self.e_content[e_name]) == 1: 569 print('No replica distribution for a single replicum (', e_name, ')') 570 continue 571 r_length = [] 572 sub_r_mean = 0 573 for r, r_name in enumerate(self.e_content[e_name]): 574 r_length.append(len(self.deltas[r_name])) 575 sub_r_mean += self.shape[r_name] * self.r_values[r_name] 576 e_N = np.sum(r_length) 577 sub_r_mean /= e_N 578 arr = np.zeros(len(self.e_content[e_name])) 579 for r, r_name in enumerate(self.e_content[e_name]): 580 arr[r] = (self.r_values[r_name] - sub_r_mean) / (self.e_dvalue[e_name] * np.sqrt(e_N / self.shape[r_name] - 1)) 581 plt.hist(arr, rwidth=0.8, bins=len(self.e_content[e_name])) 582 plt.title('Replica distribution' + e_name + ' (mean=0, var=1)') 583 plt.draw() 584 585 def plot_history(self, expand=True): 586 """Plot derived Monte Carlo history for each ensemble 587 588 Parameters 589 ---------- 590 expand : bool 591 show expanded history for irregular Monte Carlo chains (default: True). 592 """ 593 for e, e_name in enumerate(self.mc_names): 594 plt.figure() 595 r_length = [] 596 tmp = [] 597 tmp_expanded = [] 598 for r, r_name in enumerate(self.e_content[e_name]): 599 tmp.append(self.deltas[r_name] + self.r_values[r_name]) 600 if expand: 601 tmp_expanded.append(_expand_deltas(self.deltas[r_name], list(self.idl[r_name]), self.shape[r_name]) + self.r_values[r_name]) 602 r_length.append(len(tmp_expanded[-1])) 603 else: 604 r_length.append(len(tmp[-1])) 605 e_N = np.sum(r_length) 606 x = np.arange(e_N) 607 y_test = np.concatenate(tmp, axis=0) 608 if expand: 609 y = np.concatenate(tmp_expanded, axis=0) 610 else: 611 y = y_test 612 plt.errorbar(x, y, fmt='.', markersize=3) 613 plt.xlim(-0.5, e_N - 0.5) 614 plt.title(e_name + f'\nskew: {skew(y_test):.3f} (p={skewtest(y_test).pvalue:.3f}), kurtosis: {kurtosis(y_test):.3f} (p={kurtosistest(y_test).pvalue:.3f})') 615 plt.draw() 616 617 def plot_piechart(self, save=None): 618 """Plot piechart which shows the fractional contribution of each 619 ensemble to the error and returns a dictionary containing the fractions. 620 621 Parameters 622 ---------- 623 save : str 624 saves the figure to a file named 'save' if. 625 """ 626 if not hasattr(self, 'e_dvalue'): 627 raise Exception('Run the gamma method first.') 628 if np.isclose(0.0, self._dvalue, atol=1e-15): 629 raise Exception('Error is 0.0') 630 labels = self.e_names 631 sizes = [self.e_dvalue[name] ** 2 for name in labels] / self._dvalue ** 2 632 fig1, ax1 = plt.subplots() 633 ax1.pie(sizes, labels=labels, startangle=90, normalize=True) 634 ax1.axis('equal') 635 plt.draw() 636 if save: 637 fig1.savefig(save) 638 639 return dict(zip(self.e_names, sizes)) 640 641 def dump(self, filename, datatype="json.gz", description="", **kwargs): 642 """Dump the Obs to a file 'name' of chosen format. 643 644 Parameters 645 ---------- 646 filename : str 647 name of the file to be saved. 648 datatype : str 649 Format of the exported file. Supported formats include 650 "json.gz" and "pickle" 651 description : str 652 Description for output file, only relevant for json.gz format. 653 path : str 654 specifies a custom path for the file (default '.') 655 """ 656 if 'path' in kwargs: 657 file_name = kwargs.get('path') + '/' + filename 658 else: 659 file_name = filename 660 661 if datatype == "json.gz": 662 from .input.json import dump_to_json 663 dump_to_json([self], file_name, description=description) 664 elif datatype == "pickle": 665 with open(file_name + '.p', 'wb') as fb: 666 pickle.dump(self, fb) 667 else: 668 raise Exception("Unknown datatype " + str(datatype)) 669 670 def export_jackknife(self): 671 """Export jackknife samples from the Obs 672 673 Returns 674 ------- 675 numpy.ndarray 676 Returns a numpy array of length N + 1 where N is the number of samples 677 for the given ensemble and replicum. The zeroth entry of the array contains 678 the mean value of the Obs, entries 1 to N contain the N jackknife samples 679 derived from the Obs. The current implementation only works for observables 680 defined on exactly one ensemble and replicum. The derived jackknife samples 681 should agree with samples from a full jackknife analysis up to O(1/N). 682 """ 683 684 if len(self.names) != 1: 685 raise Exception("'export_jackknife' is only implemented for Obs defined on one ensemble and replicum.") 686 687 name = self.names[0] 688 full_data = self.deltas[name] + self.r_values[name] 689 n = full_data.size 690 mean = self.value 691 tmp_jacks = np.zeros(n + 1) 692 tmp_jacks[0] = mean 693 tmp_jacks[1:] = (n * mean - full_data) / (n - 1) 694 return tmp_jacks 695 696 def __float__(self): 697 return float(self.value) 698 699 def __repr__(self): 700 return 'Obs[' + str(self) + ']' 701 702 def __str__(self): 703 return _format_uncertainty(self.value, self._dvalue) 704 705 def __hash__(self): 706 hash_tuple = (np.array([self.value]).astype(np.float32).data.tobytes(),) 707 hash_tuple += tuple([o.astype(np.float32).data.tobytes() for o in self.deltas.values()]) 708 hash_tuple += tuple([np.array([o.errsq()]).astype(np.float32).data.tobytes() for o in self.covobs.values()]) 709 hash_tuple += tuple([o.encode() for o in self.names]) 710 m = hashlib.md5() 711 [m.update(o) for o in hash_tuple] 712 return int(m.hexdigest(), 16) & 0xFFFFFFFF 713 714 # Overload comparisons 715 def __lt__(self, other): 716 return self.value < other 717 718 def __le__(self, other): 719 return self.value <= other 720 721 def __gt__(self, other): 722 return self.value > other 723 724 def __ge__(self, other): 725 return self.value >= other 726 727 def __eq__(self, other): 728 return (self - other).is_zero() 729 730 def __ne__(self, other): 731 return not (self - other).is_zero() 732 733 # Overload math operations 734 def __add__(self, y): 735 if isinstance(y, Obs): 736 return derived_observable(lambda x, **kwargs: x[0] + x[1], [self, y], man_grad=[1, 1]) 737 else: 738 if isinstance(y, np.ndarray): 739 return np.array([self + o for o in y]) 740 elif y.__class__.__name__ in ['Corr', 'CObs']: 741 return NotImplemented 742 else: 743 return derived_observable(lambda x, **kwargs: x[0] + y, [self], man_grad=[1]) 744 745 def __radd__(self, y): 746 return self + y 747 748 def __mul__(self, y): 749 if isinstance(y, Obs): 750 return derived_observable(lambda x, **kwargs: x[0] * x[1], [self, y], man_grad=[y.value, self.value]) 751 else: 752 if isinstance(y, np.ndarray): 753 return np.array([self * o for o in y]) 754 elif isinstance(y, complex): 755 return CObs(self * y.real, self * y.imag) 756 elif y.__class__.__name__ in ['Corr', 'CObs']: 757 return NotImplemented 758 else: 759 return derived_observable(lambda x, **kwargs: x[0] * y, [self], man_grad=[y]) 760 761 def __rmul__(self, y): 762 return self * y 763 764 def __sub__(self, y): 765 if isinstance(y, Obs): 766 return derived_observable(lambda x, **kwargs: x[0] - x[1], [self, y], man_grad=[1, -1]) 767 else: 768 if isinstance(y, np.ndarray): 769 return np.array([self - o for o in y]) 770 elif y.__class__.__name__ in ['Corr', 'CObs']: 771 return NotImplemented 772 else: 773 return derived_observable(lambda x, **kwargs: x[0] - y, [self], man_grad=[1]) 774 775 def __rsub__(self, y): 776 return -1 * (self - y) 777 778 def __pos__(self): 779 return self 780 781 def __neg__(self): 782 return -1 * self 783 784 def __truediv__(self, y): 785 if isinstance(y, Obs): 786 return derived_observable(lambda x, **kwargs: x[0] / x[1], [self, y], man_grad=[1 / y.value, - self.value / y.value ** 2]) 787 else: 788 if isinstance(y, np.ndarray): 789 return np.array([self / o for o in y]) 790 elif y.__class__.__name__ in ['Corr', 'CObs']: 791 return NotImplemented 792 else: 793 return derived_observable(lambda x, **kwargs: x[0] / y, [self], man_grad=[1 / y]) 794 795 def __rtruediv__(self, y): 796 if isinstance(y, Obs): 797 return derived_observable(lambda x, **kwargs: x[0] / x[1], [y, self], man_grad=[1 / self.value, - y.value / self.value ** 2]) 798 else: 799 if isinstance(y, np.ndarray): 800 return np.array([o / self for o in y]) 801 elif y.__class__.__name__ in ['Corr', 'CObs']: 802 return NotImplemented 803 else: 804 return derived_observable(lambda x, **kwargs: y / x[0], [self], man_grad=[-y / self.value ** 2]) 805 806 def __pow__(self, y): 807 if isinstance(y, Obs): 808 return derived_observable(lambda x: x[0] ** x[1], [self, y]) 809 else: 810 return derived_observable(lambda x: x[0] ** y, [self]) 811 812 def __rpow__(self, y): 813 if isinstance(y, Obs): 814 return derived_observable(lambda x: x[0] ** x[1], [y, self]) 815 else: 816 return derived_observable(lambda x: y ** x[0], [self]) 817 818 def __abs__(self): 819 return derived_observable(lambda x: anp.abs(x[0]), [self]) 820 821 # Overload numpy functions 822 def sqrt(self): 823 return derived_observable(lambda x, **kwargs: np.sqrt(x[0]), [self], man_grad=[1 / 2 / np.sqrt(self.value)]) 824 825 def log(self): 826 return derived_observable(lambda x, **kwargs: np.log(x[0]), [self], man_grad=[1 / self.value]) 827 828 def exp(self): 829 return derived_observable(lambda x, **kwargs: np.exp(x[0]), [self], man_grad=[np.exp(self.value)]) 830 831 def sin(self): 832 return derived_observable(lambda x, **kwargs: np.sin(x[0]), [self], man_grad=[np.cos(self.value)]) 833 834 def cos(self): 835 return derived_observable(lambda x, **kwargs: np.cos(x[0]), [self], man_grad=[-np.sin(self.value)]) 836 837 def tan(self): 838 return derived_observable(lambda x, **kwargs: np.tan(x[0]), [self], man_grad=[1 / np.cos(self.value) ** 2]) 839 840 def arcsin(self): 841 return derived_observable(lambda x: anp.arcsin(x[0]), [self]) 842 843 def arccos(self): 844 return derived_observable(lambda x: anp.arccos(x[0]), [self]) 845 846 def arctan(self): 847 return derived_observable(lambda x: anp.arctan(x[0]), [self]) 848 849 def sinh(self): 850 return derived_observable(lambda x, **kwargs: np.sinh(x[0]), [self], man_grad=[np.cosh(self.value)]) 851 852 def cosh(self): 853 return derived_observable(lambda x, **kwargs: np.cosh(x[0]), [self], man_grad=[np.sinh(self.value)]) 854 855 def tanh(self): 856 return derived_observable(lambda x, **kwargs: np.tanh(x[0]), [self], man_grad=[1 / np.cosh(self.value) ** 2]) 857 858 def arcsinh(self): 859 return derived_observable(lambda x: anp.arcsinh(x[0]), [self]) 860 861 def arccosh(self): 862 return derived_observable(lambda x: anp.arccosh(x[0]), [self]) 863 864 def arctanh(self): 865 return derived_observable(lambda x: anp.arctanh(x[0]), [self])
Class for a general observable.
Instances of Obs are the basic objects of a pyerrors error analysis. They are initialized with a list which contains arrays of samples for different ensembles/replica and another list of same length which contains the names of the ensembles/replica. Mathematical operations can be performed on instances. The result is another instance of Obs. The error of an instance can be computed with the gamma_method. Also contains additional methods for output and visualization of the error calculation.
Attributes
- S_global (float): Standard value for S (default 2.0)
- S_dict (dict): Dictionary for S values. If an entry for a given ensemble exists this overwrites the standard value for that ensemble.
- tau_exp_global (float): Standard value for tau_exp (default 0.0)
- tau_exp_dict (dict): Dictionary for tau_exp values. If an entry for a given ensemble exists this overwrites the standard value for that ensemble.
- N_sigma_global (float): Standard value for N_sigma (default 1.0)
- N_sigma_dict (dict): Dictionary for N_sigma values. If an entry for a given ensemble exists this overwrites the standard value for that ensemble.
60 def __init__(self, samples, names, idl=None, **kwargs): 61 """ Initialize Obs object. 62 63 Parameters 64 ---------- 65 samples : list 66 list of numpy arrays containing the Monte Carlo samples 67 names : list 68 list of strings labeling the individual samples 69 idl : list, optional 70 list of ranges or lists on which the samples are defined 71 """ 72 73 if kwargs.get("means") is None and len(samples): 74 if len(samples) != len(names): 75 raise Exception('Length of samples and names incompatible.') 76 if idl is not None: 77 if len(idl) != len(names): 78 raise Exception('Length of idl incompatible with samples and names.') 79 name_length = len(names) 80 if name_length > 1: 81 if name_length != len(set(names)): 82 raise Exception('names are not unique.') 83 if not all(isinstance(x, str) for x in names): 84 raise TypeError('All names have to be strings.') 85 else: 86 if not isinstance(names[0], str): 87 raise TypeError('All names have to be strings.') 88 if min(len(x) for x in samples) <= 4: 89 raise Exception('Samples have to have at least 5 entries.') 90 91 self.names = sorted(names) 92 self.shape = {} 93 self.r_values = {} 94 self.deltas = {} 95 self._covobs = {} 96 97 self._value = 0 98 self.N = 0 99 self.is_merged = {} 100 self.idl = {} 101 if idl is not None: 102 for name, idx in sorted(zip(names, idl)): 103 if isinstance(idx, range): 104 self.idl[name] = idx 105 elif isinstance(idx, (list, np.ndarray)): 106 dc = np.unique(np.diff(idx)) 107 if np.any(dc < 0): 108 raise Exception("Unsorted idx for idl[%s]" % (name)) 109 if len(dc) == 1: 110 self.idl[name] = range(idx[0], idx[-1] + dc[0], dc[0]) 111 else: 112 self.idl[name] = list(idx) 113 else: 114 raise Exception('incompatible type for idl[%s].' % (name)) 115 else: 116 for name, sample in sorted(zip(names, samples)): 117 self.idl[name] = range(1, len(sample) + 1) 118 119 if kwargs.get("means") is not None: 120 for name, sample, mean in sorted(zip(names, samples, kwargs.get("means"))): 121 self.shape[name] = len(self.idl[name]) 122 self.N += self.shape[name] 123 self.r_values[name] = mean 124 self.deltas[name] = sample 125 else: 126 for name, sample in sorted(zip(names, samples)): 127 self.shape[name] = len(self.idl[name]) 128 self.N += self.shape[name] 129 if len(sample) != self.shape[name]: 130 raise Exception('Incompatible samples and idx for %s: %d vs. %d' % (name, len(sample), self.shape[name])) 131 self.r_values[name] = np.mean(sample) 132 self.deltas[name] = sample - self.r_values[name] 133 self._value += self.shape[name] * self.r_values[name] 134 self._value /= self.N 135 136 self._dvalue = 0.0 137 self.ddvalue = 0.0 138 self.reweighted = False 139 140 self.tag = None
Initialize Obs object.
Parameters
- samples (list): list of numpy arrays containing the Monte Carlo samples
- names (list): list of strings labeling the individual samples
- idl (list, optional): list of ranges or lists on which the samples are defined
175 def gamma_method(self, **kwargs): 176 """Estimate the error and related properties of the Obs. 177 178 Parameters 179 ---------- 180 S : float 181 specifies a custom value for the parameter S (default 2.0). 182 If set to 0 it is assumed that the data exhibits no 183 autocorrelation. In this case the error estimates coincides 184 with the sample standard error. 185 tau_exp : float 186 positive value triggers the critical slowing down analysis 187 (default 0.0). 188 N_sigma : float 189 number of standard deviations from zero until the tail is 190 attached to the autocorrelation function (default 1). 191 fft : bool 192 determines whether the fft algorithm is used for the computation 193 of the autocorrelation function (default True) 194 """ 195 196 e_content = self.e_content 197 self.e_dvalue = {} 198 self.e_ddvalue = {} 199 self.e_tauint = {} 200 self.e_dtauint = {} 201 self.e_windowsize = {} 202 self.e_n_tauint = {} 203 self.e_n_dtauint = {} 204 e_gamma = {} 205 self.e_rho = {} 206 self.e_drho = {} 207 self._dvalue = 0 208 self.ddvalue = 0 209 210 self.S = {} 211 self.tau_exp = {} 212 self.N_sigma = {} 213 214 if kwargs.get('fft') is False: 215 fft = False 216 else: 217 fft = True 218 219 def _parse_kwarg(kwarg_name): 220 if kwarg_name in kwargs: 221 tmp = kwargs.get(kwarg_name) 222 if isinstance(tmp, (int, float)): 223 if tmp < 0: 224 raise Exception(kwarg_name + ' has to be larger or equal to 0.') 225 for e, e_name in enumerate(self.e_names): 226 getattr(self, kwarg_name)[e_name] = tmp 227 else: 228 raise TypeError(kwarg_name + ' is not in proper format.') 229 else: 230 for e, e_name in enumerate(self.e_names): 231 if e_name in getattr(Obs, kwarg_name + '_dict'): 232 getattr(self, kwarg_name)[e_name] = getattr(Obs, kwarg_name + '_dict')[e_name] 233 else: 234 getattr(self, kwarg_name)[e_name] = getattr(Obs, kwarg_name + '_global') 235 236 _parse_kwarg('S') 237 _parse_kwarg('tau_exp') 238 _parse_kwarg('N_sigma') 239 240 for e, e_name in enumerate(self.mc_names): 241 r_length = [] 242 for r_name in e_content[e_name]: 243 if isinstance(self.idl[r_name], range): 244 r_length.append(len(self.idl[r_name])) 245 else: 246 r_length.append((self.idl[r_name][-1] - self.idl[r_name][0] + 1)) 247 248 e_N = np.sum([self.shape[r_name] for r_name in e_content[e_name]]) 249 w_max = max(r_length) // 2 250 e_gamma[e_name] = np.zeros(w_max) 251 self.e_rho[e_name] = np.zeros(w_max) 252 self.e_drho[e_name] = np.zeros(w_max) 253 254 for r_name in e_content[e_name]: 255 e_gamma[e_name] += self._calc_gamma(self.deltas[r_name], self.idl[r_name], self.shape[r_name], w_max, fft) 256 257 gamma_div = np.zeros(w_max) 258 for r_name in e_content[e_name]: 259 gamma_div += self._calc_gamma(np.ones((self.shape[r_name])), self.idl[r_name], self.shape[r_name], w_max, fft) 260 gamma_div[gamma_div < 1] = 1.0 261 e_gamma[e_name] /= gamma_div[:w_max] 262 263 if np.abs(e_gamma[e_name][0]) < 10 * np.finfo(float).tiny: # Prevent division by zero 264 self.e_tauint[e_name] = 0.5 265 self.e_dtauint[e_name] = 0.0 266 self.e_dvalue[e_name] = 0.0 267 self.e_ddvalue[e_name] = 0.0 268 self.e_windowsize[e_name] = 0 269 continue 270 271 gaps = [] 272 for r_name in e_content[e_name]: 273 if isinstance(self.idl[r_name], range): 274 gaps.append(1) 275 else: 276 gaps.append(np.min(np.diff(self.idl[r_name]))) 277 278 if not np.all([gi == gaps[0] for gi in gaps]): 279 raise Exception(f"Replica for ensemble {e_name} are not equally spaced.", gaps) 280 else: 281 gapsize = gaps[0] 282 283 self.e_rho[e_name] = e_gamma[e_name][:w_max] / e_gamma[e_name][0] 284 self.e_n_tauint[e_name] = np.cumsum(np.concatenate(([0.5], self.e_rho[e_name][1:]))) 285 # Make sure no entry of tauint is smaller than 0.5 286 self.e_n_tauint[e_name][self.e_n_tauint[e_name] <= 0.5] = 0.5 + np.finfo(np.float64).eps 287 # hep-lat/0306017 eq. (42) 288 self.e_n_dtauint[e_name] = self.e_n_tauint[e_name] * 2 * np.sqrt(np.abs(np.arange(w_max) / gapsize + 0.5 - self.e_n_tauint[e_name]) / e_N) 289 self.e_n_dtauint[e_name][0] = 0.0 290 291 def _compute_drho(i): 292 tmp = self.e_rho[e_name][i + 1:w_max] + np.concatenate([self.e_rho[e_name][i - 1::-1], self.e_rho[e_name][1:w_max - 2 * i]]) - 2 * self.e_rho[e_name][i] * self.e_rho[e_name][1:w_max - i] 293 self.e_drho[e_name][i] = np.sqrt(np.sum(tmp ** 2) / e_N) 294 295 _compute_drho(gapsize) 296 if self.tau_exp[e_name] > 0: 297 texp = self.tau_exp[e_name] 298 # Critical slowing down analysis 299 if w_max // 2 <= 1: 300 raise Exception("Need at least 8 samples for tau_exp error analysis") 301 for n in range(gapsize, w_max // 2, gapsize): 302 _compute_drho(n + gapsize) 303 if (self.e_rho[e_name][n] - self.N_sigma[e_name] * self.e_drho[e_name][n]) < 0 or n >= w_max // 2 - 2: 304 # Bias correction hep-lat/0306017 eq. (49) included 305 self.e_tauint[e_name] = self.e_n_tauint[e_name][n] * (1 + (2 * n / gapsize + 1) / e_N) / (1 + 1 / e_N) + texp * np.abs(self.e_rho[e_name][n + 1]) # The absolute makes sure, that the tail contribution is always positive 306 self.e_dtauint[e_name] = np.sqrt(self.e_n_dtauint[e_name][n] ** 2 + texp ** 2 * self.e_drho[e_name][n + 1] ** 2) 307 # Error of tau_exp neglected so far, missing term: self.e_rho[e_name][n + 1] ** 2 * d_tau_exp ** 2 308 self.e_dvalue[e_name] = np.sqrt(2 * self.e_tauint[e_name] * e_gamma[e_name][0] * (1 + 1 / e_N) / e_N) 309 self.e_ddvalue[e_name] = self.e_dvalue[e_name] * np.sqrt((n / gapsize + 0.5) / e_N) 310 self.e_windowsize[e_name] = n 311 break 312 else: 313 if self.S[e_name] == 0.0: 314 self.e_tauint[e_name] = 0.5 315 self.e_dtauint[e_name] = 0.0 316 self.e_dvalue[e_name] = np.sqrt(e_gamma[e_name][0] / (e_N - 1)) 317 self.e_ddvalue[e_name] = self.e_dvalue[e_name] * np.sqrt(0.5 / e_N) 318 self.e_windowsize[e_name] = 0 319 else: 320 # Standard automatic windowing procedure 321 tau = self.S[e_name] / np.log((2 * self.e_n_tauint[e_name][gapsize::gapsize] + 1) / (2 * self.e_n_tauint[e_name][gapsize::gapsize] - 1)) 322 g_w = np.exp(- np.arange(1, len(tau) + 1) / tau) - tau / np.sqrt(np.arange(1, len(tau) + 1) * e_N) 323 for n in range(1, w_max): 324 if n < w_max // 2 - 2: 325 _compute_drho(gapsize * n + gapsize) 326 if g_w[n - 1] < 0 or n >= w_max - 1: 327 n *= gapsize 328 self.e_tauint[e_name] = self.e_n_tauint[e_name][n] * (1 + (2 * n / gapsize + 1) / e_N) / (1 + 1 / e_N) # Bias correction hep-lat/0306017 eq. (49) 329 self.e_dtauint[e_name] = self.e_n_dtauint[e_name][n] 330 self.e_dvalue[e_name] = np.sqrt(2 * self.e_tauint[e_name] * e_gamma[e_name][0] * (1 + 1 / e_N) / e_N) 331 self.e_ddvalue[e_name] = self.e_dvalue[e_name] * np.sqrt((n / gapsize + 0.5) / e_N) 332 self.e_windowsize[e_name] = n 333 break 334 335 self._dvalue += self.e_dvalue[e_name] ** 2 336 self.ddvalue += (self.e_dvalue[e_name] * self.e_ddvalue[e_name]) ** 2 337 338 for e_name in self.cov_names: 339 self.e_dvalue[e_name] = np.sqrt(self.covobs[e_name].errsq()) 340 self.e_ddvalue[e_name] = 0 341 self._dvalue += self.e_dvalue[e_name]**2 342 343 self._dvalue = np.sqrt(self._dvalue) 344 if self._dvalue == 0.0: 345 self.ddvalue = 0.0 346 else: 347 self.ddvalue = np.sqrt(self.ddvalue) / self._dvalue 348 return
Estimate the error and related properties of the Obs.
Parameters
- S (float): specifies a custom value for the parameter S (default 2.0). If set to 0 it is assumed that the data exhibits no autocorrelation. In this case the error estimates coincides with the sample standard error.
- tau_exp (float): positive value triggers the critical slowing down analysis (default 0.0).
- N_sigma (float): number of standard deviations from zero until the tail is attached to the autocorrelation function (default 1).
- fft (bool): determines whether the fft algorithm is used for the computation of the autocorrelation function (default True)
383 def details(self, ens_content=True): 384 """Output detailed properties of the Obs. 385 386 Parameters 387 ---------- 388 ens_content : bool 389 print details about the ensembles and replica if true. 390 """ 391 if self.tag is not None: 392 print("Description:", self.tag) 393 if not hasattr(self, 'e_dvalue'): 394 print('Result\t %3.8e' % (self.value)) 395 else: 396 if self.value == 0.0: 397 percentage = np.nan 398 else: 399 percentage = np.abs(self._dvalue / self.value) * 100 400 print('Result\t %3.8e +/- %3.8e +/- %3.8e (%3.3f%%)' % (self.value, self._dvalue, self.ddvalue, percentage)) 401 if len(self.e_names) > 1: 402 print(' Ensemble errors:') 403 e_content = self.e_content 404 for e_name in self.mc_names: 405 if isinstance(self.idl[e_content[e_name][0]], range): 406 gap = self.idl[e_content[e_name][0]].step 407 else: 408 gap = np.min(np.diff(self.idl[e_content[e_name][0]])) 409 410 if len(self.e_names) > 1: 411 print('', e_name, '\t %3.6e +/- %3.6e' % (self.e_dvalue[e_name], self.e_ddvalue[e_name])) 412 tau_string = " \N{GREEK SMALL LETTER TAU}_int\t " + _format_uncertainty(self.e_tauint[e_name], self.e_dtauint[e_name]) 413 tau_string += f" in units of {gap} config" 414 if gap > 1: 415 tau_string += "s" 416 if self.tau_exp[e_name] > 0: 417 tau_string = f"{tau_string: <45}" + '\t(\N{GREEK SMALL LETTER TAU}_exp=%3.2f, N_\N{GREEK SMALL LETTER SIGMA}=%1.0i)' % (self.tau_exp[e_name], self.N_sigma[e_name]) 418 else: 419 tau_string = f"{tau_string: <45}" + '\t(S=%3.2f)' % (self.S[e_name]) 420 print(tau_string) 421 for e_name in self.cov_names: 422 print('', e_name, '\t %3.8e' % (self.e_dvalue[e_name])) 423 if ens_content is True: 424 if len(self.e_names) == 1: 425 print(self.N, 'samples in', len(self.e_names), 'ensemble:') 426 else: 427 print(self.N, 'samples in', len(self.e_names), 'ensembles:') 428 my_string_list = [] 429 for key, value in sorted(self.e_content.items()): 430 if key not in self.covobs: 431 my_string = ' ' + "\u00B7 Ensemble '" + key + "' " 432 if len(value) == 1: 433 my_string += f': {self.shape[value[0]]} configurations' 434 if isinstance(self.idl[value[0]], range): 435 my_string += f' (from {self.idl[value[0]].start} to {self.idl[value[0]][-1]}' + int(self.idl[value[0]].step != 1) * f' in steps of {self.idl[value[0]].step}' + ')' 436 else: 437 my_string += f' (irregular range from {self.idl[value[0]][0]} to {self.idl[value[0]][-1]})' 438 else: 439 sublist = [] 440 for v in value: 441 my_substring = ' ' + "\u00B7 Replicum '" + v[len(key) + 1:] + "' " 442 my_substring += f': {self.shape[v]} configurations' 443 if isinstance(self.idl[v], range): 444 my_substring += f' (from {self.idl[v].start} to {self.idl[v][-1]}' + int(self.idl[v].step != 1) * f' in steps of {self.idl[v].step}' + ')' 445 else: 446 my_substring += f' (irregular range from {self.idl[v][0]} to {self.idl[v][-1]})' 447 sublist.append(my_substring) 448 449 my_string += '\n' + '\n'.join(sublist) 450 else: 451 my_string = ' ' + "\u00B7 Covobs '" + key + "' " 452 my_string_list.append(my_string) 453 print('\n'.join(my_string_list))
Output detailed properties of the Obs.
Parameters
- ens_content (bool): print details about the ensembles and replica if true.
455 def reweight(self, weight): 456 """Reweight the obs with given rewighting factors. 457 458 Parameters 459 ---------- 460 weight : Obs 461 Reweighting factor. An Observable that has to be defined on a superset of the 462 configurations in obs[i].idl for all i. 463 all_configs : bool 464 if True, the reweighted observables are normalized by the average of 465 the reweighting factor on all configurations in weight.idl and not 466 on the configurations in obs[i].idl. Default False. 467 """ 468 return reweight(weight, [self])[0]
Reweight the obs with given rewighting factors.
Parameters
- weight (Obs): Reweighting factor. An Observable that has to be defined on a superset of the configurations in obs[i].idl for all i.
- all_configs (bool): if True, the reweighted observables are normalized by the average of the reweighting factor on all configurations in weight.idl and not on the configurations in obs[i].idl. Default False.
470 def is_zero_within_error(self, sigma=1): 471 """Checks whether the observable is zero within 'sigma' standard errors. 472 473 Parameters 474 ---------- 475 sigma : int 476 Number of standard errors used for the check. 477 478 Works only properly when the gamma method was run. 479 """ 480 return self.is_zero() or np.abs(self.value) <= sigma * self._dvalue
Checks whether the observable is zero within 'sigma' standard errors.
Parameters
- sigma (int): Number of standard errors used for the check.
- Works only properly when the gamma method was run.
482 def is_zero(self, atol=1e-10): 483 """Checks whether the observable is zero within a given tolerance. 484 485 Parameters 486 ---------- 487 atol : float 488 Absolute tolerance (for details see numpy documentation). 489 """ 490 return np.isclose(0.0, self.value, 1e-14, atol) and all(np.allclose(0.0, delta, 1e-14, atol) for delta in self.deltas.values()) and all(np.allclose(0.0, delta.errsq(), 1e-14, atol) for delta in self.covobs.values())
Checks whether the observable is zero within a given tolerance.
Parameters
- atol (float): Absolute tolerance (for details see numpy documentation).
492 def plot_tauint(self, save=None): 493 """Plot integrated autocorrelation time for each ensemble. 494 495 Parameters 496 ---------- 497 save : str 498 saves the figure to a file named 'save' if. 499 """ 500 if not hasattr(self, 'e_dvalue'): 501 raise Exception('Run the gamma method first.') 502 503 for e, e_name in enumerate(self.mc_names): 504 fig = plt.figure() 505 plt.xlabel(r'$W$') 506 plt.ylabel(r'$\tau_\mathrm{int}$') 507 length = int(len(self.e_n_tauint[e_name])) 508 if self.tau_exp[e_name] > 0: 509 base = self.e_n_tauint[e_name][self.e_windowsize[e_name]] 510 x_help = np.arange(2 * self.tau_exp[e_name]) 511 y_help = (x_help + 1) * np.abs(self.e_rho[e_name][self.e_windowsize[e_name] + 1]) * (1 - x_help / (2 * (2 * self.tau_exp[e_name] - 1))) + base 512 x_arr = np.arange(self.e_windowsize[e_name] + 1, self.e_windowsize[e_name] + 1 + 2 * self.tau_exp[e_name]) 513 plt.plot(x_arr, y_help, 'C' + str(e), linewidth=1, ls='--', marker=',') 514 plt.errorbar([self.e_windowsize[e_name] + 2 * self.tau_exp[e_name]], [self.e_tauint[e_name]], 515 yerr=[self.e_dtauint[e_name]], fmt='C' + str(e), linewidth=1, capsize=2, marker='o', mfc=plt.rcParams['axes.facecolor']) 516 xmax = self.e_windowsize[e_name] + 2 * self.tau_exp[e_name] + 1.5 517 label = e_name + r', $\tau_\mathrm{exp}$=' + str(np.around(self.tau_exp[e_name], decimals=2)) 518 else: 519 label = e_name + ', S=' + str(np.around(self.S[e_name], decimals=2)) 520 xmax = max(10.5, 2 * self.e_windowsize[e_name] - 0.5) 521 522 plt.errorbar(np.arange(length)[:int(xmax) + 1], self.e_n_tauint[e_name][:int(xmax) + 1], yerr=self.e_n_dtauint[e_name][:int(xmax) + 1], linewidth=1, capsize=2, label=label) 523 plt.axvline(x=self.e_windowsize[e_name], color='C' + str(e), alpha=0.5, marker=',', ls='--') 524 plt.legend() 525 plt.xlim(-0.5, xmax) 526 ylim = plt.ylim() 527 plt.ylim(bottom=0.0, top=max(1.0, ylim[1])) 528 plt.draw() 529 if save: 530 fig.savefig(save + "_" + str(e))
Plot integrated autocorrelation time for each ensemble.
Parameters
- save (str): saves the figure to a file named 'save' if.
532 def plot_rho(self, save=None): 533 """Plot normalized autocorrelation function time for each ensemble. 534 535 Parameters 536 ---------- 537 save : str 538 saves the figure to a file named 'save' if. 539 """ 540 if not hasattr(self, 'e_dvalue'): 541 raise Exception('Run the gamma method first.') 542 for e, e_name in enumerate(self.mc_names): 543 fig = plt.figure() 544 plt.xlabel('W') 545 plt.ylabel('rho') 546 length = int(len(self.e_drho[e_name])) 547 plt.errorbar(np.arange(length), self.e_rho[e_name][:length], yerr=self.e_drho[e_name][:], linewidth=1, capsize=2) 548 plt.axvline(x=self.e_windowsize[e_name], color='r', alpha=0.25, ls='--', marker=',') 549 if self.tau_exp[e_name] > 0: 550 plt.plot([self.e_windowsize[e_name] + 1, self.e_windowsize[e_name] + 1 + 2 * self.tau_exp[e_name]], 551 [self.e_rho[e_name][self.e_windowsize[e_name] + 1], 0], 'k-', lw=1) 552 xmax = self.e_windowsize[e_name] + 2 * self.tau_exp[e_name] + 1.5 553 plt.title('Rho ' + e_name + r', tau\_exp=' + str(np.around(self.tau_exp[e_name], decimals=2))) 554 else: 555 xmax = max(10.5, 2 * self.e_windowsize[e_name] - 0.5) 556 plt.title('Rho ' + e_name + ', S=' + str(np.around(self.S[e_name], decimals=2))) 557 plt.plot([-0.5, xmax], [0, 0], 'k--', lw=1) 558 plt.xlim(-0.5, xmax) 559 plt.draw() 560 if save: 561 fig.savefig(save + "_" + str(e))
Plot normalized autocorrelation function time for each ensemble.
Parameters
- save (str): saves the figure to a file named 'save' if.
563 def plot_rep_dist(self): 564 """Plot replica distribution for each ensemble with more than one replicum.""" 565 if not hasattr(self, 'e_dvalue'): 566 raise Exception('Run the gamma method first.') 567 for e, e_name in enumerate(self.mc_names): 568 if len(self.e_content[e_name]) == 1: 569 print('No replica distribution for a single replicum (', e_name, ')') 570 continue 571 r_length = [] 572 sub_r_mean = 0 573 for r, r_name in enumerate(self.e_content[e_name]): 574 r_length.append(len(self.deltas[r_name])) 575 sub_r_mean += self.shape[r_name] * self.r_values[r_name] 576 e_N = np.sum(r_length) 577 sub_r_mean /= e_N 578 arr = np.zeros(len(self.e_content[e_name])) 579 for r, r_name in enumerate(self.e_content[e_name]): 580 arr[r] = (self.r_values[r_name] - sub_r_mean) / (self.e_dvalue[e_name] * np.sqrt(e_N / self.shape[r_name] - 1)) 581 plt.hist(arr, rwidth=0.8, bins=len(self.e_content[e_name])) 582 plt.title('Replica distribution' + e_name + ' (mean=0, var=1)') 583 plt.draw()
Plot replica distribution for each ensemble with more than one replicum.
585 def plot_history(self, expand=True): 586 """Plot derived Monte Carlo history for each ensemble 587 588 Parameters 589 ---------- 590 expand : bool 591 show expanded history for irregular Monte Carlo chains (default: True). 592 """ 593 for e, e_name in enumerate(self.mc_names): 594 plt.figure() 595 r_length = [] 596 tmp = [] 597 tmp_expanded = [] 598 for r, r_name in enumerate(self.e_content[e_name]): 599 tmp.append(self.deltas[r_name] + self.r_values[r_name]) 600 if expand: 601 tmp_expanded.append(_expand_deltas(self.deltas[r_name], list(self.idl[r_name]), self.shape[r_name]) + self.r_values[r_name]) 602 r_length.append(len(tmp_expanded[-1])) 603 else: 604 r_length.append(len(tmp[-1])) 605 e_N = np.sum(r_length) 606 x = np.arange(e_N) 607 y_test = np.concatenate(tmp, axis=0) 608 if expand: 609 y = np.concatenate(tmp_expanded, axis=0) 610 else: 611 y = y_test 612 plt.errorbar(x, y, fmt='.', markersize=3) 613 plt.xlim(-0.5, e_N - 0.5) 614 plt.title(e_name + f'\nskew: {skew(y_test):.3f} (p={skewtest(y_test).pvalue:.3f}), kurtosis: {kurtosis(y_test):.3f} (p={kurtosistest(y_test).pvalue:.3f})') 615 plt.draw()
Plot derived Monte Carlo history for each ensemble
Parameters
- expand (bool): show expanded history for irregular Monte Carlo chains (default: True).
617 def plot_piechart(self, save=None): 618 """Plot piechart which shows the fractional contribution of each 619 ensemble to the error and returns a dictionary containing the fractions. 620 621 Parameters 622 ---------- 623 save : str 624 saves the figure to a file named 'save' if. 625 """ 626 if not hasattr(self, 'e_dvalue'): 627 raise Exception('Run the gamma method first.') 628 if np.isclose(0.0, self._dvalue, atol=1e-15): 629 raise Exception('Error is 0.0') 630 labels = self.e_names 631 sizes = [self.e_dvalue[name] ** 2 for name in labels] / self._dvalue ** 2 632 fig1, ax1 = plt.subplots() 633 ax1.pie(sizes, labels=labels, startangle=90, normalize=True) 634 ax1.axis('equal') 635 plt.draw() 636 if save: 637 fig1.savefig(save) 638 639 return dict(zip(self.e_names, sizes))
Plot piechart which shows the fractional contribution of each ensemble to the error and returns a dictionary containing the fractions.
Parameters
- save (str): saves the figure to a file named 'save' if.
641 def dump(self, filename, datatype="json.gz", description="", **kwargs): 642 """Dump the Obs to a file 'name' of chosen format. 643 644 Parameters 645 ---------- 646 filename : str 647 name of the file to be saved. 648 datatype : str 649 Format of the exported file. Supported formats include 650 "json.gz" and "pickle" 651 description : str 652 Description for output file, only relevant for json.gz format. 653 path : str 654 specifies a custom path for the file (default '.') 655 """ 656 if 'path' in kwargs: 657 file_name = kwargs.get('path') + '/' + filename 658 else: 659 file_name = filename 660 661 if datatype == "json.gz": 662 from .input.json import dump_to_json 663 dump_to_json([self], file_name, description=description) 664 elif datatype == "pickle": 665 with open(file_name + '.p', 'wb') as fb: 666 pickle.dump(self, fb) 667 else: 668 raise Exception("Unknown datatype " + str(datatype))
Dump the Obs to a file 'name' of chosen format.
Parameters
- filename (str): name of the file to be saved.
- datatype (str): Format of the exported file. Supported formats include "json.gz" and "pickle"
- description (str): Description for output file, only relevant for json.gz format.
- path (str): specifies a custom path for the file (default '.')
670 def export_jackknife(self): 671 """Export jackknife samples from the Obs 672 673 Returns 674 ------- 675 numpy.ndarray 676 Returns a numpy array of length N + 1 where N is the number of samples 677 for the given ensemble and replicum. The zeroth entry of the array contains 678 the mean value of the Obs, entries 1 to N contain the N jackknife samples 679 derived from the Obs. The current implementation only works for observables 680 defined on exactly one ensemble and replicum. The derived jackknife samples 681 should agree with samples from a full jackknife analysis up to O(1/N). 682 """ 683 684 if len(self.names) != 1: 685 raise Exception("'export_jackknife' is only implemented for Obs defined on one ensemble and replicum.") 686 687 name = self.names[0] 688 full_data = self.deltas[name] + self.r_values[name] 689 n = full_data.size 690 mean = self.value 691 tmp_jacks = np.zeros(n + 1) 692 tmp_jacks[0] = mean 693 tmp_jacks[1:] = (n * mean - full_data) / (n - 1) 694 return tmp_jacks
Export jackknife samples from the Obs
Returns
- numpy.ndarray: Returns a numpy array of length N + 1 where N is the number of samples for the given ensemble and replicum. The zeroth entry of the array contains the mean value of the Obs, entries 1 to N contain the N jackknife samples derived from the Obs. The current implementation only works for observables defined on exactly one ensemble and replicum. The derived jackknife samples should agree with samples from a full jackknife analysis up to O(1/N).
868class CObs: 869 """Class for a complex valued observable.""" 870 __slots__ = ['_real', '_imag', 'tag'] 871 872 def __init__(self, real, imag=0.0): 873 self._real = real 874 self._imag = imag 875 self.tag = None 876 877 @property 878 def real(self): 879 return self._real 880 881 @property 882 def imag(self): 883 return self._imag 884 885 def gamma_method(self, **kwargs): 886 """Executes the gamma_method for the real and the imaginary part.""" 887 if isinstance(self.real, Obs): 888 self.real.gamma_method(**kwargs) 889 if isinstance(self.imag, Obs): 890 self.imag.gamma_method(**kwargs) 891 892 def is_zero(self): 893 """Checks whether both real and imaginary part are zero within machine precision.""" 894 return self.real == 0.0 and self.imag == 0.0 895 896 def conjugate(self): 897 return CObs(self.real, -self.imag) 898 899 def __add__(self, other): 900 if isinstance(other, np.ndarray): 901 return other + self 902 elif hasattr(other, 'real') and hasattr(other, 'imag'): 903 return CObs(self.real + other.real, 904 self.imag + other.imag) 905 else: 906 return CObs(self.real + other, self.imag) 907 908 def __radd__(self, y): 909 return self + y 910 911 def __sub__(self, other): 912 if isinstance(other, np.ndarray): 913 return -1 * (other - self) 914 elif hasattr(other, 'real') and hasattr(other, 'imag'): 915 return CObs(self.real - other.real, self.imag - other.imag) 916 else: 917 return CObs(self.real - other, self.imag) 918 919 def __rsub__(self, other): 920 return -1 * (self - other) 921 922 def __mul__(self, other): 923 if isinstance(other, np.ndarray): 924 return other * self 925 elif hasattr(other, 'real') and hasattr(other, 'imag'): 926 if all(isinstance(i, Obs) for i in [self.real, self.imag, other.real, other.imag]): 927 return CObs(derived_observable(lambda x, **kwargs: x[0] * x[1] - x[2] * x[3], 928 [self.real, other.real, self.imag, other.imag], 929 man_grad=[other.real.value, self.real.value, -other.imag.value, -self.imag.value]), 930 derived_observable(lambda x, **kwargs: x[2] * x[1] + x[0] * x[3], 931 [self.real, other.real, self.imag, other.imag], 932 man_grad=[other.imag.value, self.imag.value, other.real.value, self.real.value])) 933 elif getattr(other, 'imag', 0) != 0: 934 return CObs(self.real * other.real - self.imag * other.imag, 935 self.imag * other.real + self.real * other.imag) 936 else: 937 return CObs(self.real * other.real, self.imag * other.real) 938 else: 939 return CObs(self.real * other, self.imag * other) 940 941 def __rmul__(self, other): 942 return self * other 943 944 def __truediv__(self, other): 945 if isinstance(other, np.ndarray): 946 return 1 / (other / self) 947 elif hasattr(other, 'real') and hasattr(other, 'imag'): 948 r = other.real ** 2 + other.imag ** 2 949 return CObs((self.real * other.real + self.imag * other.imag) / r, (self.imag * other.real - self.real * other.imag) / r) 950 else: 951 return CObs(self.real / other, self.imag / other) 952 953 def __rtruediv__(self, other): 954 r = self.real ** 2 + self.imag ** 2 955 if hasattr(other, 'real') and hasattr(other, 'imag'): 956 return CObs((self.real * other.real + self.imag * other.imag) / r, (self.real * other.imag - self.imag * other.real) / r) 957 else: 958 return CObs(self.real * other / r, -self.imag * other / r) 959 960 def __abs__(self): 961 return np.sqrt(self.real**2 + self.imag**2) 962 963 def __pos__(self): 964 return self 965 966 def __neg__(self): 967 return -1 * self 968 969 def __eq__(self, other): 970 return self.real == other.real and self.imag == other.imag 971 972 def __str__(self): 973 return '(' + str(self.real) + int(self.imag >= 0.0) * '+' + str(self.imag) + 'j)' 974 975 def __repr__(self): 976 return 'CObs[' + str(self) + ']'
Class for a complex valued observable.
885 def gamma_method(self, **kwargs): 886 """Executes the gamma_method for the real and the imaginary part.""" 887 if isinstance(self.real, Obs): 888 self.real.gamma_method(**kwargs) 889 if isinstance(self.imag, Obs): 890 self.imag.gamma_method(**kwargs)
Executes the gamma_method for the real and the imaginary part.
1130def derived_observable(func, data, array_mode=False, **kwargs): 1131 """Construct a derived Obs according to func(data, **kwargs) using automatic differentiation. 1132 1133 Parameters 1134 ---------- 1135 func : object 1136 arbitrary function of the form func(data, **kwargs). For the 1137 automatic differentiation to work, all numpy functions have to have 1138 the autograd wrapper (use 'import autograd.numpy as anp'). 1139 data : list 1140 list of Obs, e.g. [obs1, obs2, obs3]. 1141 num_grad : bool 1142 if True, numerical derivatives are used instead of autograd 1143 (default False). To control the numerical differentiation the 1144 kwargs of numdifftools.step_generators.MaxStepGenerator 1145 can be used. 1146 man_grad : list 1147 manually supply a list or an array which contains the jacobian 1148 of func. Use cautiously, supplying the wrong derivative will 1149 not be intercepted. 1150 1151 Notes 1152 ----- 1153 For simple mathematical operations it can be practical to use anonymous 1154 functions. For the ratio of two observables one can e.g. use 1155 1156 new_obs = derived_observable(lambda x: x[0] / x[1], [obs1, obs2]) 1157 """ 1158 1159 data = np.asarray(data) 1160 raveled_data = data.ravel() 1161 1162 # Workaround for matrix operations containing non Obs data 1163 if not all(isinstance(x, Obs) for x in raveled_data): 1164 for i in range(len(raveled_data)): 1165 if isinstance(raveled_data[i], (int, float)): 1166 raveled_data[i] = cov_Obs(raveled_data[i], 0.0, "###dummy_covobs###") 1167 1168 allcov = {} 1169 for o in raveled_data: 1170 for name in o.cov_names: 1171 if name in allcov: 1172 if not np.allclose(allcov[name], o.covobs[name].cov): 1173 raise Exception('Inconsistent covariance matrices for %s!' % (name)) 1174 else: 1175 allcov[name] = o.covobs[name].cov 1176 1177 n_obs = len(raveled_data) 1178 new_names = sorted(set([y for x in [o.names for o in raveled_data] for y in x])) 1179 new_cov_names = sorted(set([y for x in [o.cov_names for o in raveled_data] for y in x])) 1180 new_sample_names = sorted(set(new_names) - set(new_cov_names)) 1181 1182 is_merged = {name: (len(list(filter(lambda o: o.is_merged.get(name, False) is True, raveled_data))) > 0) for name in new_sample_names} 1183 reweighted = len(list(filter(lambda o: o.reweighted is True, raveled_data))) > 0 1184 1185 if data.ndim == 1: 1186 values = np.array([o.value for o in data]) 1187 else: 1188 values = np.vectorize(lambda x: x.value)(data) 1189 1190 new_values = func(values, **kwargs) 1191 1192 multi = int(isinstance(new_values, np.ndarray)) 1193 1194 new_r_values = {} 1195 new_idl_d = {} 1196 for name in new_sample_names: 1197 idl = [] 1198 tmp_values = np.zeros(n_obs) 1199 for i, item in enumerate(raveled_data): 1200 tmp_values[i] = item.r_values.get(name, item.value) 1201 tmp_idl = item.idl.get(name) 1202 if tmp_idl is not None: 1203 idl.append(tmp_idl) 1204 if multi > 0: 1205 tmp_values = np.array(tmp_values).reshape(data.shape) 1206 new_r_values[name] = func(tmp_values, **kwargs) 1207 new_idl_d[name] = _merge_idx(idl) 1208 if not is_merged[name]: 1209 is_merged[name] = (1 != len(set([len(idx) for idx in [*idl, new_idl_d[name]]]))) 1210 1211 if 'man_grad' in kwargs: 1212 deriv = np.asarray(kwargs.get('man_grad')) 1213 if new_values.shape + data.shape != deriv.shape: 1214 raise Exception('Manual derivative does not have correct shape.') 1215 elif kwargs.get('num_grad') is True: 1216 if multi > 0: 1217 raise Exception('Multi mode currently not supported for numerical derivative') 1218 options = { 1219 'base_step': 0.1, 1220 'step_ratio': 2.5} 1221 for key in options.keys(): 1222 kwarg = kwargs.get(key) 1223 if kwarg is not None: 1224 options[key] = kwarg 1225 tmp_df = nd.Gradient(func, order=4, **{k: v for k, v in options.items() if v is not None})(values, **kwargs) 1226 if tmp_df.size == 1: 1227 deriv = np.array([tmp_df.real]) 1228 else: 1229 deriv = tmp_df.real 1230 else: 1231 deriv = jacobian(func)(values, **kwargs) 1232 1233 final_result = np.zeros(new_values.shape, dtype=object) 1234 1235 if array_mode is True: 1236 1237 class _Zero_grad(): 1238 def __init__(self, N): 1239 self.grad = np.zeros((N, 1)) 1240 1241 new_covobs_lengths = dict(set([y for x in [[(n, o.covobs[n].N) for n in o.cov_names] for o in raveled_data] for y in x])) 1242 d_extracted = {} 1243 g_extracted = {} 1244 for name in new_sample_names: 1245 d_extracted[name] = [] 1246 ens_length = len(new_idl_d[name]) 1247 for i_dat, dat in enumerate(data): 1248 d_extracted[name].append(np.array([_expand_deltas_for_merge(o.deltas.get(name, np.zeros(ens_length)), o.idl.get(name, new_idl_d[name]), o.shape.get(name, ens_length), new_idl_d[name]) for o in dat.reshape(np.prod(dat.shape))]).reshape(dat.shape + (ens_length, ))) 1249 for name in new_cov_names: 1250 g_extracted[name] = [] 1251 zero_grad = _Zero_grad(new_covobs_lengths[name]) 1252 for i_dat, dat in enumerate(data): 1253 g_extracted[name].append(np.array([o.covobs.get(name, zero_grad).grad for o in dat.reshape(np.prod(dat.shape))]).reshape(dat.shape + (new_covobs_lengths[name], 1))) 1254 1255 for i_val, new_val in np.ndenumerate(new_values): 1256 new_deltas = {} 1257 new_grad = {} 1258 if array_mode is True: 1259 for name in new_sample_names: 1260 ens_length = d_extracted[name][0].shape[-1] 1261 new_deltas[name] = np.zeros(ens_length) 1262 for i_dat, dat in enumerate(d_extracted[name]): 1263 new_deltas[name] += np.tensordot(deriv[i_val + (i_dat, )], dat) 1264 for name in new_cov_names: 1265 new_grad[name] = 0 1266 for i_dat, dat in enumerate(g_extracted[name]): 1267 new_grad[name] += np.tensordot(deriv[i_val + (i_dat, )], dat) 1268 else: 1269 for j_obs, obs in np.ndenumerate(data): 1270 for name in obs.names: 1271 if name in obs.cov_names: 1272 new_grad[name] = new_grad.get(name, 0) + deriv[i_val + j_obs] * obs.covobs[name].grad 1273 else: 1274 new_deltas[name] = new_deltas.get(name, 0) + deriv[i_val + j_obs] * _expand_deltas_for_merge(obs.deltas[name], obs.idl[name], obs.shape[name], new_idl_d[name]) 1275 1276 new_covobs = {name: Covobs(0, allcov[name], name, grad=new_grad[name]) for name in new_grad} 1277 1278 if not set(new_covobs.keys()).isdisjoint(new_deltas.keys()): 1279 raise Exception('The same name has been used for deltas and covobs!') 1280 new_samples = [] 1281 new_means = [] 1282 new_idl = [] 1283 new_names_obs = [] 1284 for name in new_names: 1285 if name not in new_covobs: 1286 if is_merged[name]: 1287 filtered_deltas, filtered_idl_d = _filter_zeroes(new_deltas[name], new_idl_d[name]) 1288 else: 1289 filtered_deltas = new_deltas[name] 1290 filtered_idl_d = new_idl_d[name] 1291 1292 new_samples.append(filtered_deltas) 1293 new_idl.append(filtered_idl_d) 1294 new_means.append(new_r_values[name][i_val]) 1295 new_names_obs.append(name) 1296 final_result[i_val] = Obs(new_samples, new_names_obs, means=new_means, idl=new_idl) 1297 for name in new_covobs: 1298 final_result[i_val].names.append(name) 1299 final_result[i_val]._covobs = new_covobs 1300 final_result[i_val]._value = new_val 1301 final_result[i_val].is_merged = is_merged 1302 final_result[i_val].reweighted = reweighted 1303 1304 if multi == 0: 1305 final_result = final_result.item() 1306 1307 return final_result
Construct a derived Obs according to func(data, **kwargs) using automatic differentiation.
Parameters
- func (object): arbitrary function of the form func(data, **kwargs). For the automatic differentiation to work, all numpy functions have to have the autograd wrapper (use 'import autograd.numpy as anp').
- data (list): list of Obs, e.g. [obs1, obs2, obs3].
- num_grad (bool): if True, numerical derivatives are used instead of autograd (default False). To control the numerical differentiation the kwargs of numdifftools.step_generators.MaxStepGenerator can be used.
- man_grad (list): manually supply a list or an array which contains the jacobian of func. Use cautiously, supplying the wrong derivative will not be intercepted.
Notes
For simple mathematical operations it can be practical to use anonymous functions. For the ratio of two observables one can e.g. use
new_obs = derived_observable(lambda x: x[0] / x[1], [obs1, obs2])
1344def reweight(weight, obs, **kwargs): 1345 """Reweight a list of observables. 1346 1347 Parameters 1348 ---------- 1349 weight : Obs 1350 Reweighting factor. An Observable that has to be defined on a superset of the 1351 configurations in obs[i].idl for all i. 1352 obs : list 1353 list of Obs, e.g. [obs1, obs2, obs3]. 1354 all_configs : bool 1355 if True, the reweighted observables are normalized by the average of 1356 the reweighting factor on all configurations in weight.idl and not 1357 on the configurations in obs[i].idl. Default False. 1358 """ 1359 result = [] 1360 for i in range(len(obs)): 1361 if len(obs[i].cov_names): 1362 raise Exception('Error: Not possible to reweight an Obs that contains covobs!') 1363 if not set(obs[i].names).issubset(weight.names): 1364 raise Exception('Error: Ensembles do not fit') 1365 for name in obs[i].names: 1366 if not set(obs[i].idl[name]).issubset(weight.idl[name]): 1367 raise Exception('obs[%d] has to be defined on a subset of the configs in weight.idl[%s]!' % (i, name)) 1368 new_samples = [] 1369 w_deltas = {} 1370 for name in sorted(obs[i].names): 1371 w_deltas[name] = _reduce_deltas(weight.deltas[name], weight.idl[name], obs[i].idl[name]) 1372 new_samples.append((w_deltas[name] + weight.r_values[name]) * (obs[i].deltas[name] + obs[i].r_values[name])) 1373 tmp_obs = Obs(new_samples, sorted(obs[i].names), idl=[obs[i].idl[name] for name in sorted(obs[i].names)]) 1374 1375 if kwargs.get('all_configs'): 1376 new_weight = weight 1377 else: 1378 new_weight = Obs([w_deltas[name] + weight.r_values[name] for name in sorted(obs[i].names)], sorted(obs[i].names), idl=[obs[i].idl[name] for name in sorted(obs[i].names)]) 1379 1380 result.append(tmp_obs / new_weight) 1381 result[-1].reweighted = True 1382 result[-1].is_merged = obs[i].is_merged 1383 1384 return result
Reweight a list of observables.
Parameters
- weight (Obs): Reweighting factor. An Observable that has to be defined on a superset of the configurations in obs[i].idl for all i.
- obs (list): list of Obs, e.g. [obs1, obs2, obs3].
- all_configs (bool): if True, the reweighted observables are normalized by the average of the reweighting factor on all configurations in weight.idl and not on the configurations in obs[i].idl. Default False.
1387def correlate(obs_a, obs_b): 1388 """Correlate two observables. 1389 1390 Parameters 1391 ---------- 1392 obs_a : Obs 1393 First observable 1394 obs_b : Obs 1395 Second observable 1396 1397 Notes 1398 ----- 1399 Keep in mind to only correlate primary observables which have not been reweighted 1400 yet. The reweighting has to be applied after correlating the observables. 1401 Currently only works if ensembles are identical (this is not strictly necessary). 1402 """ 1403 1404 if sorted(obs_a.names) != sorted(obs_b.names): 1405 raise Exception('Ensembles do not fit') 1406 if len(obs_a.cov_names) or len(obs_b.cov_names): 1407 raise Exception('Error: Not possible to correlate Obs that contain covobs!') 1408 for name in obs_a.names: 1409 if obs_a.shape[name] != obs_b.shape[name]: 1410 raise Exception('Shapes of ensemble', name, 'do not fit') 1411 if obs_a.idl[name] != obs_b.idl[name]: 1412 raise Exception('idl of ensemble', name, 'do not fit') 1413 1414 if obs_a.reweighted is True: 1415 warnings.warn("The first observable is already reweighted.", RuntimeWarning) 1416 if obs_b.reweighted is True: 1417 warnings.warn("The second observable is already reweighted.", RuntimeWarning) 1418 1419 new_samples = [] 1420 new_idl = [] 1421 for name in sorted(obs_a.names): 1422 new_samples.append((obs_a.deltas[name] + obs_a.r_values[name]) * (obs_b.deltas[name] + obs_b.r_values[name])) 1423 new_idl.append(obs_a.idl[name]) 1424 1425 o = Obs(new_samples, sorted(obs_a.names), idl=new_idl) 1426 o.is_merged = {name: (obs_a.is_merged.get(name, False) or obs_b.is_merged.get(name, False)) for name in o.names} 1427 o.reweighted = obs_a.reweighted or obs_b.reweighted 1428 return o
Correlate two observables.
Parameters
- obs_a (Obs): First observable
- obs_b (Obs): Second observable
Notes
Keep in mind to only correlate primary observables which have not been reweighted yet. The reweighting has to be applied after correlating the observables. Currently only works if ensembles are identical (this is not strictly necessary).
1431def covariance(obs, visualize=False, correlation=False, smooth=None, **kwargs): 1432 r'''Calculates the error covariance matrix of a set of observables. 1433 1434 WARNING: This function should be used with care, especially for observables with support on multiple 1435 ensembles with differing autocorrelations. See the notes below for details. 1436 1437 The gamma method has to be applied first to all observables. 1438 1439 Parameters 1440 ---------- 1441 obs : list or numpy.ndarray 1442 List or one dimensional array of Obs 1443 visualize : bool 1444 If True plots the corresponding normalized correlation matrix (default False). 1445 correlation : bool 1446 If True the correlation matrix instead of the error covariance matrix is returned (default False). 1447 smooth : None or int 1448 If smooth is an integer 'E' between 2 and the dimension of the matrix minus 1 the eigenvalue 1449 smoothing procedure of hep-lat/9412087 is applied to the correlation matrix which leaves the 1450 largest E eigenvalues essentially unchanged and smoothes the smaller eigenvalues to avoid extremely 1451 small ones. 1452 1453 Notes 1454 ----- 1455 The error covariance is defined such that it agrees with the squared standard error for two identical observables 1456 $$\operatorname{cov}(a,a)=\sum_{s=1}^N\delta_a^s\delta_a^s/N^2=\Gamma_{aa}(0)/N=\operatorname{var}(a)/N=\sigma_a^2$$ 1457 in the absence of autocorrelation. 1458 The error covariance is estimated by calculating the correlation matrix assuming no autocorrelation and then rescaling the correlation matrix by the full errors including the previous gamma method estimate for the autocorrelation of the observables. The covariance at windowsize 0 is guaranteed to be positive semi-definite 1459 $$\sum_{i,j}v_i\Gamma_{ij}(0)v_j=\frac{1}{N}\sum_{s=1}^N\sum_{i,j}v_i\delta_i^s\delta_j^s v_j=\frac{1}{N}\sum_{s=1}^N\sum_{i}|v_i\delta_i^s|^2\geq 0\,,$$ for every $v\in\mathbb{R}^M$, while such an identity does not hold for larger windows/lags. 1460 For observables defined on a single ensemble our approximation is equivalent to assuming that the integrated autocorrelation time of an off-diagonal element is equal to the geometric mean of the integrated autocorrelation times of the corresponding diagonal elements. 1461 $$\tau_{\mathrm{int}, ij}=\sqrt{\tau_{\mathrm{int}, i}\times \tau_{\mathrm{int}, j}}$$ 1462 This construction ensures that the estimated covariance matrix is positive semi-definite (up to numerical rounding errors). 1463 ''' 1464 1465 length = len(obs) 1466 1467 max_samples = np.max([o.N for o in obs]) 1468 if max_samples <= length and not [item for sublist in [o.cov_names for o in obs] for item in sublist]: 1469 warnings.warn(f"The dimension of the covariance matrix ({length}) is larger or equal to the number of samples ({max_samples}). This will result in a rank deficient matrix.", RuntimeWarning) 1470 1471 cov = np.zeros((length, length)) 1472 for i in range(length): 1473 for j in range(i, length): 1474 cov[i, j] = _covariance_element(obs[i], obs[j]) 1475 cov = cov + cov.T - np.diag(np.diag(cov)) 1476 1477 corr = np.diag(1 / np.sqrt(np.diag(cov))) @ cov @ np.diag(1 / np.sqrt(np.diag(cov))) 1478 1479 if isinstance(smooth, int): 1480 corr = _smooth_eigenvalues(corr, smooth) 1481 1482 if visualize: 1483 plt.matshow(corr, vmin=-1, vmax=1) 1484 plt.set_cmap('RdBu') 1485 plt.colorbar() 1486 plt.draw() 1487 1488 if correlation is True: 1489 return corr 1490 1491 errors = [o.dvalue for o in obs] 1492 cov = np.diag(errors) @ corr @ np.diag(errors) 1493 1494 eigenvalues = np.linalg.eigh(cov)[0] 1495 if not np.all(eigenvalues >= 0): 1496 warnings.warn("Covariance matrix is not positive semi-definite (Eigenvalues: " + str(eigenvalues) + ")", RuntimeWarning) 1497 1498 return cov
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
- obs (list or numpy.ndarray): List or one dimensional array of Obs
- visualize (bool): If True plots the corresponding normalized correlation matrix (default False).
- correlation (bool): If True the correlation matrix instead of the error covariance matrix is returned (default False).
- smooth (None or int): If smooth is an integer 'E' between 2 and the dimension of the matrix minus 1 the eigenvalue smoothing procedure of hep-lat/9412087 is applied to the correlation matrix which leaves the largest E eigenvalues essentially unchanged and smoothes the smaller eigenvalues to avoid extremely small ones.
Notes
The error covariance is defined such that it agrees with the squared standard error for two identical observables $$\operatorname{cov}(a,a)=\sum_{s=1}^N\delta_a^s\delta_a^s/N^2=\Gamma_{aa}(0)/N=\operatorname{var}(a)/N=\sigma_a^2$$ in the absence of autocorrelation. The error covariance is estimated by calculating the correlation matrix assuming no autocorrelation and then rescaling the correlation matrix by the full errors including the previous gamma method estimate for the autocorrelation of the observables. The covariance at windowsize 0 is guaranteed to be positive semi-definite $$\sum_{i,j}v_i\Gamma_{ij}(0)v_j=\frac{1}{N}\sum_{s=1}^N\sum_{i,j}v_i\delta_i^s\delta_j^s v_j=\frac{1}{N}\sum_{s=1}^N\sum_{i}|v_i\delta_i^s|^2\geq 0\,,$$ for every $v\in\mathbb{R}^M$, while such an identity does not hold for larger windows/lags. For observables defined on a single ensemble our approximation is equivalent to assuming that the integrated autocorrelation time of an off-diagonal element is equal to the geometric mean of the integrated autocorrelation times of the corresponding diagonal elements. $$\tau_{\mathrm{int}, ij}=\sqrt{\tau_{\mathrm{int}, i}\times \tau_{\mathrm{int}, j}}$$ This construction ensures that the estimated covariance matrix is positive semi-definite (up to numerical rounding errors).
1578def import_jackknife(jacks, name, idl=None): 1579 """Imports jackknife samples and returns an Obs 1580 1581 Parameters 1582 ---------- 1583 jacks : numpy.ndarray 1584 numpy array containing the mean value as zeroth entry and 1585 the N jackknife samples as first to Nth entry. 1586 name : str 1587 name of the ensemble the samples are defined on. 1588 """ 1589 length = len(jacks) - 1 1590 prj = (np.ones((length, length)) - (length - 1) * np.identity(length)) 1591 samples = jacks[1:] @ prj 1592 mean = np.mean(samples) 1593 new_obs = Obs([samples - mean], [name], idl=idl, means=[mean]) 1594 new_obs._value = jacks[0] 1595 return new_obs
Imports jackknife samples and returns an Obs
Parameters
- jacks (numpy.ndarray): numpy array containing the mean value as zeroth entry and the N jackknife samples as first to Nth entry.
- name (str): name of the ensemble the samples are defined on.
1598def merge_obs(list_of_obs): 1599 """Combine all observables in list_of_obs into one new observable 1600 1601 Parameters 1602 ---------- 1603 list_of_obs : list 1604 list of the Obs object to be combined 1605 1606 Notes 1607 ----- 1608 It is not possible to combine obs which are based on the same replicum 1609 """ 1610 replist = [item for obs in list_of_obs for item in obs.names] 1611 if (len(replist) == len(set(replist))) is False: 1612 raise Exception('list_of_obs contains duplicate replica: %s' % (str(replist))) 1613 if any([len(o.cov_names) for o in list_of_obs]): 1614 raise Exception('Not possible to merge data that contains covobs!') 1615 new_dict = {} 1616 idl_dict = {} 1617 for o in list_of_obs: 1618 new_dict.update({key: o.deltas.get(key, 0) + o.r_values.get(key, 0) 1619 for key in set(o.deltas) | set(o.r_values)}) 1620 idl_dict.update({key: o.idl.get(key, 0) for key in set(o.deltas)}) 1621 1622 names = sorted(new_dict.keys()) 1623 o = Obs([new_dict[name] for name in names], names, idl=[idl_dict[name] for name in names]) 1624 o.is_merged = {name: np.any([oi.is_merged.get(name, False) for oi in list_of_obs]) for name in o.names} 1625 o.reweighted = np.max([oi.reweighted for oi in list_of_obs]) 1626 return o
Combine all observables in list_of_obs into one new observable
Parameters
- list_of_obs (list): list of the Obs object to be combined
Notes
It is not possible to combine obs which are based on the same replicum
1629def cov_Obs(means, cov, name, grad=None): 1630 """Create an Obs based on mean(s) and a covariance matrix 1631 1632 Parameters 1633 ---------- 1634 mean : list of floats or float 1635 N mean value(s) of the new Obs 1636 cov : list or array 1637 2d (NxN) Covariance matrix, 1d diagonal entries or 0d covariance 1638 name : str 1639 identifier for the covariance matrix 1640 grad : list or array 1641 Gradient of the Covobs wrt. the means belonging to cov. 1642 """ 1643 1644 def covobs_to_obs(co): 1645 """Make an Obs out of a Covobs 1646 1647 Parameters 1648 ---------- 1649 co : Covobs 1650 Covobs to be embedded into the Obs 1651 """ 1652 o = Obs([], [], means=[]) 1653 o._value = co.value 1654 o.names.append(co.name) 1655 o._covobs[co.name] = co 1656 o._dvalue = np.sqrt(co.errsq()) 1657 return o 1658 1659 ol = [] 1660 if isinstance(means, (float, int)): 1661 means = [means] 1662 1663 for i in range(len(means)): 1664 ol.append(covobs_to_obs(Covobs(means[i], cov, name, pos=i, grad=grad))) 1665 if ol[0].covobs[name].N != len(means): 1666 raise Exception('You have to provide %d mean values!' % (ol[0].N)) 1667 if len(ol) == 1: 1668 return ol[0] 1669 return ol
Create an Obs based on mean(s) and a covariance matrix
Parameters
- mean (list of floats or float): N mean value(s) of the new Obs
- cov (list or array): 2d (NxN) Covariance matrix, 1d diagonal entries or 0d covariance
- name (str): identifier for the covariance matrix
- grad (list or array): Gradient of the Covobs wrt. the means belonging to cov.