qmc-lttc/qmc_stats.py

#!/usr/bin/env python3

from math import sqrt
def ave_error(arr):
    M = len(arr)
    assert(M>0)

    if M == 1:
        average = arr[0]
        error   = 0.

    else:
        average = sum(arr)/M
        variance = 1./(M-1) * sum( [ (x - average)**2 for x in arr ] )
        error = sqrt(variance/M)

    return (average, error)
Changing a=0.9 to a=1.2 to avoid population explosion in DMC 2021-02-02 13:57:53 +01:00			`#!/usr/bin/env python3`

Uniform sampling 2021-01-07 10:01:55 +01:00			`from math import sqrt`
			`def ave_error(arr):`
			`M = len(arr)`
OK up to Metropolis 2021-01-26 00:22:37 +01:00			`assert(M>0)`
PDMC codes OK 2021-01-29 13:23:00 +01:00
OK up to Metropolis 2021-01-26 00:22:37 +01:00			`if M == 1:`
PDMC codes OK 2021-01-29 13:23:00 +01:00			`average = arr[0]`
			`error = 0.`

OK up to Metropolis 2021-01-26 00:22:37 +01:00			`else:`
			`average = sum(arr)/M`
			`variance = 1./(M-1) * sum( [ (x - average)**2 for x in arr ] )`
			`error = sqrt(variance/M)`
PDMC codes OK 2021-01-29 13:23:00 +01:00
			`return (average, error)`