ALPSCore reference
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#include <var_strategy.hpp>
Error understood with the circularity constraint.
Given a complex sample mean xbar
, the standard error of the mean xerror
is the real number defined such that roughly two thirds of the values should fall in a circle of radius xerror
around xbar
. The error in the real case is defined in the usual sense.
This is usually the error estimate you want for stochastic postprocessing. In particular, if z = U*x
, where z
is a complex random vector, x
is a real random vector, and U
is a unitary matrix (such as a Fourier transform), the circular error on z
coincides with the usual error on x
. However, plotting real or imaginary part with the circular error can be misleading. In this case, one should use elliptic_var
.
Definition at line 38 of file var_strategy.hpp.