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[ascl:2312.008] CompressedFisher: Library for testing Fisher forecasts

The CompressedFisher library tests whether Fisher forecasts using simulated components are converged. The library contains tools to compute standard Fisher estimates, estimate the level of bias due to the finite number of simulations, and compute the compressed Fisher information. Typical usage of CompressedFisher requires two ensembles of simulations: one set of simulations is given at the fiducial parameters (𝜃) to estimate the covariance matrix. The second is a set of simulated derivatives; these can either be in the form of realizations of the derivatives themselves or simulations evaluate at a set of point in the neighborhood of the fiducial point that the code can use to estimate the derivatives.

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