pyerrors
What is pyerrors?
pyerrors
is a python package for error computation and propagation of Markov chain Monte Carlo data.
It is based on the gamma method arXiv:hep-lat/0306017. Some of its features are:
- automatic differentiation as suggested in arXiv:1809.01289 (partly based on the autograd package)
- treatment of slow modes in the simulation as suggested in arXiv:1009.5228
- coherent error propagation for data from different Markov chains
- non-linear fits with x- and y-errors and exact linear error propagation based on automatic differentiation as introduced in [arXiv:1809.01289]
- real and complex matrix operations and their error propagation based on automatic differentiation (cholesky decomposition, calculation of eigenvalues and eigenvectors, singular value decomposition...)
Getting started
import numpy as np
import pyerrors as pe
my_obs = pe.Obs([samples], ['ensemble_name'])
my_new_obs = 2 * np.log(my_obs) / my_obs
my_new_obs.gamma_method()
my_new_obs.details()
print(my_new_obs)
The Obs
class
pyerrors
introduces a new datatype, Obs
, which simplifies error propagation and estimation for auto- and cross-correlated data.
An Obs
object can be initialized with two arguments, the first is a list containining the samples for an Observable from a Monte Carlo chain.
The samples can either be provided as python list or as numpy array.
The second argument is a list containing the names of the respective Monte Carlo chains as strings. These strings uniquely identify a Monte Carlo chain/ensemble.
Example:
import pyerrors as pe
my_obs = pe.Obs([samples], ['ensemble_name'])
Error propagation
When performing mathematical operations on Obs
objects the correct error propagation is intrinsically taken care using a first order Taylor expansion
$$\delta_f^i=\sum_\alpha \bar{f}_\alpha \delta_\alpha^i\,,\quad \delta_\alpha^i=a_\alpha^i-\bar{a}_\alpha$$
as introduced in arXiv:hep-lat/0306017.
The required derivatives $\bar{f}_\alpha$ are evaluated up to machine precision via automatic differentiation as suggested in arXiv:1809.01289.
The Obs
class is designed such that mathematical numpy functions can be used on Obs
just as for regular floats.
Example:
import numpy as np
import pyerrors as pe
my_obs1 = pe.Obs([samples1], ['ensemble_name'])
my_obs2 = pe.Obs([samples2], ['ensemble_name'])
my_sum = my_obs1 + my_obs2
my_m_eff = np.log(my_obs1 / my_obs2)
Error estimation
The error propagation is based on the gamma method introduced in arXiv:hep-lat/0306017.
For the full API see pyerrors.obs.Obs.gamma_method
Exponential tails
Multiple ensembles/replica
Error propagation for multiple ensembles (Markov chains with different simulation parameters) is handeled automatically. Ensembles are uniquely identified by their name
.
Example:
obs1 = pe.Obs([samples1], ['ensemble1'])
obs2 = pe.Obs([samples2], ['ensemble2'])
my_sum = obs1 + obs2
my_sum.details()
> Result 2.00697958e+00 +/- 0.00000000e+00 +/- 0.00000000e+00 (0.000%)
> 1500 samples in 2 ensembles:
> · Ensemble 'ensemble1' : 1000 configurations (from 1 to 1000)
> · Ensemble 'ensemble2' : 500 configurations (from 1 to 500)
pyerrors
identifies multiple replica (independent Markov chains with identical simulation parameters) by the vertical bar |
in the name of the dataset.
Example:
obs1 = pe.Obs([samples1], ['ensemble1|r01'])
obs2 = pe.Obs([samples2], ['ensemble1|r02'])
> my_sum = obs1 + obs2
> my_sum.details()
> Result 2.00697958e+00 +/- 0.00000000e+00 +/- 0.00000000e+00 (0.000%)
> 1500 samples in 1 ensemble:
> · Ensemble 'ensemble1'
> · Replicum 'r01' : 1000 configurations (from 1 to 1000)
> · Replicum 'r02' : 500 configurations (from 1 to 500)
Irregular Monte Carlo chains
Irregular Monte Carlo chains can be initilized with the parameter idl
.
Example:
# Observable defined on configurations 20 to 519
obs1 = pe.Obs([samples1], ['ensemble1'], idl=[range(20, 520)])
# Observable defined on every second configuration between 5 and 1003
obs2 = pe.Obs([samples2], ['ensemble1'], idl=[range(5, 1005, 2)])
# Observable defined on configurations 2, 9, 28, 29 and 501
obs3 = pe.Obs([samples3], ['ensemble1'], idl=[[2, 9, 28, 29, 501]])
Warning: Irregular Monte Carlo chains can result in odd patterns in the autocorrelation functions.
Make sure to check the with e.g. pyerrors.obs.Obs.plot_rho
or pyerrors.obs.Obs.plot_tauint
.
For the full API see pyerrors.obs.Obs
Correlators
For the full API see pyerrors.correlators.Corr
Complex observables
Optimization / fits / roots
Matrix operations
Input
View Source
r''' # What is pyerrors? `pyerrors` is a python package for error computation and propagation of Markov chain Monte Carlo data. It is based on the **gamma method** [arXiv:hep-lat/0306017](https://arxiv.org/abs/hep-lat/0306017). Some of its features are: - **automatic differentiation** as suggested in [arXiv:1809.01289](https://arxiv.org/abs/1809.01289) (partly based on the [autograd](https://github.com/HIPS/autograd) package) - **treatment of slow modes** in the simulation as suggested in [arXiv:1009.5228](https://arxiv.org/abs/1009.5228) - coherent **error propagation** for data from **different Markov chains** - **non-linear fits with x- and y-errors** and exact linear error propagation based on automatic differentiation as introduced in [arXiv:1809.01289] - **real and complex matrix operations** and their error propagation based on automatic differentiation (cholesky decomposition, calculation of eigenvalues and eigenvectors, singular value decomposition...) ## Getting started ```python import numpy as np import pyerrors as pe my_obs = pe.Obs([samples], ['ensemble_name']) my_new_obs = 2 * np.log(my_obs) / my_obs my_new_obs.gamma_method() my_new_obs.details() print(my_new_obs) ``` # The `Obs` class `pyerrors` introduces a new datatype, `Obs`, which simplifies error propagation and estimation for auto- and cross-correlated data. An `Obs` object can be initialized with two arguments, the first is a list containining the samples for an Observable from a Monte Carlo chain. The samples can either be provided as python list or as numpy array. The second argument is a list containing the names of the respective Monte Carlo chains as strings. These strings uniquely identify a Monte Carlo chain/ensemble. Example: ```python import pyerrors as pe my_obs = pe.Obs([samples], ['ensemble_name']) ``` ## Error propagation When performing mathematical operations on `Obs` objects the correct error propagation is intrinsically taken care using a first order Taylor expansion $$\delta_f^i=\sum_\alpha \bar{f}_\alpha \delta_\alpha^i\,,\quad \delta_\alpha^i=a_\alpha^i-\bar{a}_\alpha$$ as introduced in [arXiv:hep-lat/0306017](https://arxiv.org/abs/hep-lat/0306017). The required derivatives $\bar{f}_\alpha$ are evaluated up to machine precision via automatic differentiation as suggested in [arXiv:1809.01289](https://arxiv.org/abs/1809.01289). The `Obs` class is designed such that mathematical numpy functions can be used on `Obs` just as for regular floats. Example: ```python import numpy as np import pyerrors as pe my_obs1 = pe.Obs([samples1], ['ensemble_name']) my_obs2 = pe.Obs([samples2], ['ensemble_name']) my_sum = my_obs1 + my_obs2 my_m_eff = np.log(my_obs1 / my_obs2) ``` ## Error estimation The error propagation is based on the gamma method introduced in [arXiv:hep-lat/0306017](https://arxiv.org/abs/hep-lat/0306017). For the full API see `pyerrors.obs.Obs.gamma_method` ### Exponential tails ## Multiple ensembles/replica Error propagation for multiple ensembles (Markov chains with different simulation parameters) is handeled automatically. Ensembles are uniquely identified by their `name`. Example: ```python obs1 = pe.Obs([samples1], ['ensemble1']) obs2 = pe.Obs([samples2], ['ensemble2']) my_sum = obs1 + obs2 my_sum.details() > Result 2.00697958e+00 +/- 0.00000000e+00 +/- 0.00000000e+00 (0.000%) > 1500 samples in 2 ensembles: > · Ensemble 'ensemble1' : 1000 configurations (from 1 to 1000) > · Ensemble 'ensemble2' : 500 configurations (from 1 to 500) ``` `pyerrors` identifies multiple replica (independent Markov chains with identical simulation parameters) by the vertical bar `|` in the name of the dataset. Example: ```python obs1 = pe.Obs([samples1], ['ensemble1|r01']) obs2 = pe.Obs([samples2], ['ensemble1|r02']) > my_sum = obs1 + obs2 > my_sum.details() > Result 2.00697958e+00 +/- 0.00000000e+00 +/- 0.00000000e+00 (0.000%) > 1500 samples in 1 ensemble: > · Ensemble 'ensemble1' > · Replicum 'r01' : 1000 configurations (from 1 to 1000) > · Replicum 'r02' : 500 configurations (from 1 to 500) ``` ## Irregular Monte Carlo chains Irregular Monte Carlo chains can be initilized with the parameter `idl`. Example: ```python # Observable defined on configurations 20 to 519 obs1 = pe.Obs([samples1], ['ensemble1'], idl=[range(20, 520)]) # Observable defined on every second configuration between 5 and 1003 obs2 = pe.Obs([samples2], ['ensemble1'], idl=[range(5, 1005, 2)]) # Observable defined on configurations 2, 9, 28, 29 and 501 obs3 = pe.Obs([samples3], ['ensemble1'], idl=[[2, 9, 28, 29, 501]]) ``` **Warning:** Irregular Monte Carlo chains can result in odd patterns in the autocorrelation functions. Make sure to check the with e.g. `pyerrors.obs.Obs.plot_rho` or `pyerrors.obs.Obs.plot_tauint`. For the full API see `pyerrors.obs.Obs` # Correlators For the full API see `pyerrors.correlators.Corr` # Complex observables `pyerrors.obs.CObs` # Optimization / fits / roots `pyerrors.fits` `pyerrors.roots` # Matrix operations `pyerrors.linalg` # Input `pyerrors.input` ''' from .obs import * from .correlators import * from .fits import * from . import dirac from . import input from . import linalg from . import misc from . import mpm from . import npr from . import roots from .version import __version__