MikeSWang / shrinkage-estimation-paper

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Shrinkage Estimators of the Cosmological Precision Matrix

This repository contains the initial power spectrum data, all generated data and the code used to generate these data belonging to the paper (arXiv: ...). All data and code in this reposity were created by me, with the exception of:

  • the initial power spectrum data in /data, which are from here;
  • the modules required to read the initial power spectrum data in /lib/pk_tools, which are from here.

The implementations of the shrinkage estimation algorithms can be found in /lib/shrinkage_estimators. The algorithms are from the following papers:

  • NERCOME for covariance matrix, Joachimi B., 2017, MNRAS, 466, L83;
  • linear shrinkage of covariance matrix, Pope A. C., Szapudi I., 2008, MNRAS, 389, 766;
  • linear shrinkage of precision matrix, Bodnar T., Gupta A. K., Parolya N., 2016, J. Multivar. Anal., 146, 223.

All generated data are in /output.

In order to run all code in this repository, the following packages are required: NumPy, SciPy, Matplotlib, GetDist, pocoMC and nbodykit.

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