Automatic differentiation for error analysis

Understand

We present ADerrors.jl, a software for linear error propagation and analysis of Monte Carlo data.

• Although the focus is in data analysis in Lattice QCD, where estimates of the observables have to be computed from Monte Carlo samples, the software also deals with variables with uncertainties, either correlated or uncorrelated.
• Thanks to automatic differentiation techniques linear error propagation is performed exactly, even in iterative algorithms (i.e.
• errors in parameters of non-linear fits).