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CosmicFish
Reference documentation for version 1.0
Looking into future Cosmology
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CosmicFish
Reference documentation for version 1.0
Looking into future Cosmology
|
This module contains the subroutine and functions to carry out Fisher matrix manipulations. More...
Functions/Subroutines | |
| subroutine, public | fisher_delete_column_rows (Fisher_in, Fisher_out, indexes) |
| Thie subroutine eliminates the rows and columns in indexes from Fisher_in and returns a reduced Fisher matrix in Fisher_out. More... | |
| real(dl) function, public | confidence_coefficient (confidence_level) |
| This function computes the coefficient correspondent to a given confidence level. Uses MKL to compute the inverse error function. More... | |
| subroutine, public | confidence_interval_params (Fisher_in, confidence_level, error_out) |
| This function computes the error bounds on the parameters starting from a Fisher matrix. More... | |
| subroutine, public | marginalise_fisher (Fisher_in, indexes, Fisher_out) |
| This function marginalises the Fisher_in Fisher matrix over the parameters in index and returns the marginalized Fisher matrix. The calculation is carried out in the numerically stable way. More... | |
| subroutine, public | fisher_pca (Fisher_in, eigenvalues, eigenvectors) |
| This subroutine performs the principal component analysis on the Fisher matrix Fisher_in returning the ordered eigenvalues and eigenvectors of the matrix. More... | |
| subroutine, public | fisher_fom (Fisher_in, FOM) |
| This subroutine computes the Figure of Merit from the Fisher matrix Fisher_in. More... | |
| subroutine, public | fisher_protection_unconstrained (Fisher_in) |
| This subroutine applies a safeguard against unconstrained parameters. If a parameter is unconstrained the corresponding column and row of the Fisher matrix will be exactly zero. This will make the Fisher matrix not invertible. This subroutine adds a very small quantity to the diagonal element of the unconstrained parameter ensuring that the matrix is invertible and that the unconstrained parameter does not impact the constarints on the others. More... | |
| subroutine, public | fisher_protection_degenerate (Fisher_in) |
| This subroutine applies a safeguard against totally degenerate parameters. If a parameter is totally degenerate with another the Fisher matrix will be not invertible. This subroutine adds a very small quantity on the diagonal of the Fisher matrix ensuring that the resulting matrix will be invertible at a cost of a negligible change in the parameters bounds. More... | |
This module contains the subroutine and functions to carry out Fisher matrix manipulations.
| real(dl) function, public fisher_manipulation::confidence_coefficient | ( | real(dl), intent(in) | confidence_level | ) |
This function computes the coefficient correspondent to a given confidence level. Uses MKL to compute the inverse error function.
| [in] | confidence_level | Required confidence level |
Definition at line 63 of file 003_Fisher_manipulation.f90.
| subroutine, public fisher_manipulation::confidence_interval_params | ( | real(dl), dimension(:,:), intent(in) | Fisher_in, |
| real(dl), intent(in) | confidence_level, | ||
| real(dl), dimension(:), intent(out) | error_out | ||
| ) |
This function computes the error bounds on the parameters starting from a Fisher matrix.
| [in] | fisher_in | Input Fisher matrix |
| [in] | confidence_level | Required confidence level |
| [out] | error_out | Vector with the confidence bounds on parameters |
Definition at line 76 of file 003_Fisher_manipulation.f90.
| subroutine, public fisher_manipulation::fisher_delete_column_rows | ( | real(dl), dimension(:,:), intent(in) | Fisher_in, |
| real(dl), dimension(:,:), intent(out) | Fisher_out, | ||
| integer, dimension(:), intent(in) | indexes | ||
| ) |
Thie subroutine eliminates the rows and columns in indexes from Fisher_in and returns a reduced Fisher matrix in Fisher_out.
| [in] | fisher_in | Input Fisher matrix |
| [out] | fisher_out | Output Fisher matrix |
| [in] | indexes | indexes of the columns and rows to delete |
Definition at line 46 of file 003_Fisher_manipulation.f90.
| subroutine, public fisher_manipulation::fisher_fom | ( | real(dl), dimension(:,:), intent(in) | Fisher_in, |
| real(dl), intent(out) | FOM | ||
| ) |
This subroutine computes the Figure of Merit from the Fisher matrix Fisher_in.
| [in] | fisher_in | Input Fisher matrix |
| [out] | fom | Output Figure of Merit |
Definition at line 128 of file 003_Fisher_manipulation.f90.
| subroutine, public fisher_manipulation::fisher_pca | ( | real(dl), dimension(:,:), intent(in) | Fisher_in, |
| real(dl), dimension(:), intent(out) | eigenvalues, | ||
| real(dl), dimension(:,:), intent(out) | eigenvectors | ||
| ) |
This subroutine performs the principal component analysis on the Fisher matrix Fisher_in returning the ordered eigenvalues and eigenvectors of the matrix.
| [in] | fisher_in | Input Fisher matrix |
| [out] | eigenvalues | Output eigenvalues |
| [out] | eigenvectors | Output eigenvectors |
Definition at line 111 of file 003_Fisher_manipulation.f90.
| subroutine, public fisher_manipulation::fisher_protection_degenerate | ( | real(dl), dimension(:,:), intent(inout) | Fisher_in | ) |
This subroutine applies a safeguard against totally degenerate parameters. If a parameter is totally degenerate with another the Fisher matrix will be not invertible. This subroutine adds a very small quantity on the diagonal of the Fisher matrix ensuring that the resulting matrix will be invertible at a cost of a negligible change in the parameters bounds.
| [in,out] | fisher_in | Input and output Fisher matrix |
Definition at line 183 of file 003_Fisher_manipulation.f90.
| subroutine, public fisher_manipulation::fisher_protection_unconstrained | ( | real(dl), dimension(:,:), intent(inout) | Fisher_in | ) |
This subroutine applies a safeguard against unconstrained parameters. If a parameter is unconstrained the corresponding column and row of the Fisher matrix will be exactly zero. This will make the Fisher matrix not invertible. This subroutine adds a very small quantity to the diagonal element of the unconstrained parameter ensuring that the matrix is invertible and that the unconstrained parameter does not impact the constarints on the others.
| [in,out] | fisher_in | Input and output Fisher matrix |
Definition at line 148 of file 003_Fisher_manipulation.f90.
| subroutine, public fisher_manipulation::marginalise_fisher | ( | real(dl), dimension(:,:), intent(in) | Fisher_in, |
| integer, dimension(:), intent(in) | indexes, | ||
| real(dl), dimension(:,:), intent(out) | Fisher_out | ||
| ) |
This function marginalises the Fisher_in Fisher matrix over the parameters in index and returns the marginalized Fisher matrix. The calculation is carried out in the numerically stable way.
| [in] | fisher_in | Input Fisher matrix |
| [out] | fisher_out | Ouput Fisher matrix |
| [in] | indexes | Indexes to marginalise |
Definition at line 94 of file 003_Fisher_manipulation.f90.
1.8.9.1
