TY  - JOUR
AU  - Sommer, Rainer
AU  - Bruno, Mattia
TI  - On fits to correlated and auto-correlated data
JO  - Computer physics communications
VL  - 285
IS  - DESY-22-154
SN  - 0010-4655
CY  - Amsterdam
PB  - North Holland Publ. Co.
M1  - PUBDB-2022-04925
M1  - DESY-22-154
M1  - arXiv:2209.14188
SP  - 108643
PY  - 2023
N1  - 15 pages, 4 figures
AB  - Observables in particle physics and specifically in lattice QCD calculations    are often extracted from fits.    Standard χ<sup>2</sup> tests require a reliable determination of the covariance    matrix and its inverse from correlated and auto-correlated data,    a challenging task often    leading to close-to-singular estimates. These motivate modifications of the definition of χ<sup>2</sup> such as uncorrelated fits.     We show how the goodness-of-fit measured by their p-value can    still be estimated robustly for a broad class of such fits.
KW  - lattice field theory (INSPIRE)
KW  - covariance (INSPIRE)
KW  - Chi-squared test (autogen)
KW  - Goodness of fit (autogen)
KW  - Autocorrelations (autogen)
LB  - PUB:(DE-HGF)16
UR  - <Go to ISI:>//WOS:000908997300001
DO  - DOI:10.1016/j.cpc.2022.108643
UR  - https://bib-pubdb1.desy.de/record/482723
ER  -