Program: | UWerrTexp |
Keywords: | Error analysis, MATLAB, autocorrelations |
Authors: | F. Virotta |
Short description: | Error analysis software for Markov chain Monte Carlo data. It is based on the code UWerr of U. Wolff in www.physik.hu-berlin.de/com/ALPHAsoft and implements the proposal presented in dx.doi.org/10.1016/j.nuclphysb.2010.11.020. The main feature is that a tail of the autocorrelation function due to slow modes is estimated. |
(PDF description) |
The source code is available here: matlab + octave: www-zeuthen.desy.de/alpha/public_software/UWerrTexp.m
Free for use in any scientific work. Publications based on its use are required to cite the references [Nucl. Phys. B 845, 93 (2011)] and [Comput. Phys. Commun. 156, 143 (2004)]
For instructions consider "help UWerrTexp" from inside MATLAB