Moved fix for cobs from developer branch to master. Added cov_sym and chiexp method that accept covariant matrices. Added tests
ADerrorsCF.jl:
- Added method
ADerrors.cov_sym(). It computes the covariant matrix summing the gamma function of the off-diagonal component from-iwtoiw. Considering the observablesAandB, without assuming detail balance of the simulation algorithm, compute the "positive montecarlo-time gamma function\Gamma_{AB}(t)" as usual. while the "negative montecarlo time gamma function" is computed using the relation, true by construction,\Gamma_{AB}(-t} = \Gamma_{BA}(t). This method is equivalent toADerrors.covif detail balance is present and in the limit of infinite statistic. Intest/test_cov_sym.jl, this statement is tested for three syntetic data for which we generate a Montecarlo chain of lenght10 000 000. The covariance matrices computed with the two method differs for~1%or less
ADerrorsTools.jl:
- Fix to
ADerrors.cobsthat was in developer branch, was merged into master
ADerrorsUtils.jl:
- Added methods
ADerrors.chiexp()that accept a keyword argumentC::Array{Float64,2}. If given, then the chi square expected is computed by applying the formula directly, otherwise it uses the method already present inADerror. This method is more accurate in determining the chi square expected and should be preferred whenever the covariant matrix is already available. - Updated
fit_error()to accept an optional parametereC(default tonothing). If given, and ifchi_expis set totrue,Cis used to compute the chisquare expected.