qmc-lttc/qmc_stats.py

from math import sqrt
def ave_error(arr):
    M = len(arr)
    assert(M>0)
    if M == 1:
        return (arr[0], 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)
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)`
			`if M == 1:`
			`return (arr[0], 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)`