ChiExp

A package to compute the expectation value of the chi squared defined from arbitrary regularizations of the inverse covariance matrix.

• Website: https://mbruno46.github.io/chiexp/
• Documentation: web, pdf
• Examples: python, matlab
• Source code: python, matlab
• Bug reports: https://github.com/mbruno46/chiexp/issues

If you use this library in your publications please cite:

• M. Bruno, R. Sommer, On fits to correlated and auto-correlated data Comput.Phys.Commun. 285 (2023) 108643.

Authors

Copyright (C) 2017-2022 Mattia Bruno, Rainer Sommer

Installation

A MATLAB version of the package can be found in the directory /lib/matlab; it can be imported in any script by typing

>> addpath '/path/to/chiexp/directory/lib/matlab'
>> help chiexp

We also provide a Python module contained in the directory lib/python, that can be easily imported with

>>> import sys
>>> sys.path.append('/path/to/chiexp/directory/lib/python')
>>> from chiexp import chisquare
>>> help(chisquare)

To build the documentation locally download the git repository and run make html or make latexpdf from the doc folder. It requires the sphinx-build command so make sure that sphinx is properly installed (pip install sphinx).