Hessian PDF Covariance Matrix for theory predictions #1743
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| @@ -677,12 +677,15 @@ def groups_corrmat(groups_covmat): | |||
| return mat | |||
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| @check_pdf_is_montecarlo | |||
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There should still be some check, for the error member types we don't support.
validphys2/src/validphys/covmats.py
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| X = hessian_eigenvectors - central_predictions.reshape((central_predictions.shape[0],1)) | ||
| # need to rescale the Hessian eigenvectors in case the eigenvector confidence interval is not 68% | ||
| X = X / rescale_fac | ||
| pdf_cov = np.einsum("ij,kj->ik",X, X) |
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This could be X@X.T which is clearer, if less efficient.
validphys2/src/validphys/covmats.py
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| # need to subtract the central set which is not the same as the average of the | ||
| # Hessian eigenvectors. | ||
| X = hessian_eigenvectors - central_predictions.reshape((central_predictions.shape[0],1)) |
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This could be something like central_prediction[:, np.newaxis] (or central_prediction[:, None])
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Hi @Zaharid , @scarlehoff not sure of why |
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You need to rebase / merge master. I think it is due to numpy 1.24.X, you probably have a different (older) version in your computer. |
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validphys2/src/validphys/checks.py
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| @@ -43,6 +43,16 @@ def check_pdf_is_montecarlo(ns, **kwargs): | |||
| raise CheckError(f"Error type of PDF {pdf} must be 'replicas' and not {etype}") | |||
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| @make_check | |||
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This should be using make_argcheck afaict.
validphys2/src/validphys/checks.py
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| def check_pdf_is_montecarlo_or_symmhessian(ns, **kwargs): | ||
| pdf = ns['pdf'] | ||
| etype = pdf.error_type | ||
| if (etype != 'replicas') and (etype != 'symmhessian'): |
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this could be check(etype in {'replicas', 'symhessian'}, f"Error type of PDF {pdf} must be either 'replicas' or 'symmhessian' and not {etype}")
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I wonder if it makes sense to move this kind of functionality to the stats classes themselves (clue being that we are using plenty of internal methods). Would be a different pr anyway. |
The idea of this PR is to have the
covmats.pdferr_plus_covmatfunction to take into account for the case in which the PDF haserror_type = 'symmhessian'