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qmc-lttc/qmc_stats.py

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from math import sqrt
def ave_error(arr):
M = len(arr)
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assert(M>0)
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if M == 1:
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average = arr[0]
error = 0.
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else:
average = sum(arr)/M
variance = 1./(M-1) * sum( [ (x - average)**2 for x in arr ] )
error = sqrt(variance/M)
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return (average, error)