Fisher Matrices and Confidence Ellipses: A Quick-Start Guide and Software

Abstract

Fisher matrices are used frequently in the analysis of combining cosmological constraints from various data sets. They encode the Gaussian uncertainties of multiple variables. They are simple to use, and I show how to get up and running with them quickly. Python software is also provided. I cover how to obtain confidence ellipses, add datasets, apply priors, marginalize, transform variables, and even calculate your own Fisher matrices. This treatment is not new, but I aim to provide a clear and concise reference guide. I also provide references and links to more sophisticated treatments and software.

4 pages, 1 figure, not submitted to any journal. Comments welcome. Software will be made available at http://www.its.caltech.edu/~coe/Fisher

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