Welcome to gator’s documentation!¶
gator (pronounced “gā-tər”) is a python package which propagates observational uncertainties through linear-algebraic transformations
Installation¶
gator can be pip installed!
Example Usage¶
import numpy as np
from sklearn.datasets import make_spd_matrix
n_orig = 10
n_final = 4
obs = np.random.randn(n_orig)
print(obs)
obs_covar = make_spd_matrix(n_orig)
new_param_space_covar = make_spd_matrix(n_orig)
evals, evecs = np.linalg.eigh(new_param_space_covar)
tfm = evecs[:, ::-1][:, :n_final]
obs_tfm = obs @ tfm
obs_covar_tfm = propagate_varmat(obs_covar, tfm)
print(obs_covar_tfm)
gator includes tools for propagating uncertainties through linear transformations, and dealing with selecting from high-dimesional covariance matrices