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[ascl:1305.015]
Merger Trees: Formation history of dark matter haloes

Merger Trees uses a Monte Carlo algorithm to generate merger trees describing the formation history of dark matter haloes; the algorithm is implemented in Fortran. The algorithm is a modification of the algorithm of Cole et al. used in the GALFORM semi-analytic galaxy formation model (ascl:1510.005) based on the Extended Press–Schechter theory. It should be applicable to hierarchical models with a wide range of power spectra and cosmological models. It is tuned to be in accurate agreement with the conditional mass functions found in the analysis of merger trees extracted from the Λ cold dark matter Millennium N-body simulation. The code should be a useful tool for semi-analytic models of galaxy formation and for modelling hierarchical structure formation in general.

[ascl:1510.005]
GALFORM: Galactic modeling

GALFORM is a semi-analytic model for calculating the formation and evolution of galaxies in hierarchical clustering cosmologies. Using a Monte Carlo algorithm to follow the merging evolution of dark matter haloes with arbitrary mass resolution, it incorporates realistic descriptions of the density profiles of dark matter haloes and the gas they contain. It follows the chemical evolution of gas and stars, and the associated production of dust and includes a detailed calculation of the sizes of discs and spheroids.

[ascl:2403.010]
FitCov: Fitted Covariance generation

Trusov, Svyatoslav; Zarrouk, Pauline; Cole, Shaun; Norberg, Peder; Zhao, Cheng; Aguilar, Jessica Nicole; Ahlen, Steven; Brooks, David; de la Macorra, Axel; Doel, Peter; Font-Ribera, Andreu; Honscheid, Klaus; Kisner, Theodore; Landriau, Martin; Magneville, Christophe; Miquel, Ramon; Nie, Jundan; Poppett, Claire; Schubnell, Michael; Tarlé, Gregory; Zhou, Zhimin

FitCov estimates the covariance of two-point correlation functions in a way that requires fewer mocks than the standard mock-based covariance. Rather than using an analytically fixed correction to some terms that enter the jackknife covariance matrix, the code fits the correction to a mock-based covariance obtained from a small number of mocks. The fitted jackknife covariance remains unbiased, an improvement over other methods, performs well both in terms of precision (unbiased constraints) and accuracy (similar uncertainties), and requires significant less computational power. In addition, FitCov can be easily implemented on top of the standard jackknife covariance computation.