Author: Dirk Hesse <herr.dirk.hesse@gmail.com>
We implement the method to estimate autocorrelation times of Monte Carlo data presented in
U. Wolff [ALPHA Collaboration], Monte Carlo errors with less errors,
Comput. Phys. Commun. 156, 143 (2004) [hep-lat/0306017]
.
PUBLICATIONS MAKING USE OF THIS CODE MUST CITE THE PAPER.
The main objective is the following: Data coming from a Monte Carlo simulation usually suffers from autocorrelation. It is not straight-forward to estimate this autocorrelation, which is required to give robust estimates for errors. This program implements a method proposed by Wolff to estimate autocorrelations in a safe way.
This package contains code to generate correlated data, so we can conveniently demonstrate the basic functionality of the code in a short example:
>>> from puwr import tauint, correlated_data >>> correlated_data(2, 10) [[array([ 1.02833043, 1.08615234, 1.16421776, 1.15975754, 1.23046603, 1.13941114, 1.1485227 , 1.13464388, 1.12461557, 1.15413354])]] >>> mean, delta, tint, d_tint = tauint(correlated_data(10, 200), 0) >>> print "mean = {0} +/- {1}".format(mean, delta) mean = 1.42726267057 +/- 0.03013853 >>> print "tau_int = {0} +/- {1}".format(tint, d_tint) tau_int = 9.89344869217 +/- 4.10466090332
The data is expected to be in the format
data[observable][replicum][measurement]
. See the documentation
that comes with this code for more information.
See LICENSE file.