-
It would be nice to support the Joseph-form covariance update equation in `KalmanFilter`, `ExtendedKalmanFilter` and `UnscentedKalmanFilter`. It theoretically guarantee positive-definite covariance ma…
-
need to read that paper from 2001 that showed us these.
I don't think this is in sbi or other packages.
bnord updated
6 months ago
-
It seems that both likelihoods in 5_COSMOLOGY/cosmosis_likelihoods use the same covariance matrix (Pantheon+SH0ES_STAT+SYS.cov). I believe that this covariance is the sum of SNIa and Cepheid data cova…
-
Hi everyone,
I am trying to get the GPS covariances from the INS unit for "/ins odometry topic", ECEF and LLA readings. When looked into the the `gps_rtk_misc_t` in `data_sets.h` [line 2801](https:…
-
**Original bug ID:** 7212
**Reporter:** @Drup
**Assigned to:** @garrigue
**Status:** acknowledged (set by @damiendoligez on 2016-04-05T14:20:18Z)
**Resolution:** open
**Priority:** normal
**Seve…
-
I have a covariance variable (e.g. covariance between temperature and a wind component). I would like to use time_bounds the cell_methods attribute to clarify how the data was processed. I think I sho…
achho updated
10 months ago
-
#### Expected Behavior
Lean supports Covariance as a Lean Indicator which takes a Symbol object, a benchmark Symbol, and a look-back period.
#### Actual Behavior
Not supported. See #83
#### P…
-
Add mulitvariate normal for covariance between mean occupancy and detection. Check if the inverse Wishart distribution is still the best prior for a multi variant normal.
-
For large datasets, the inversion of the covariance matrix and calculation of the likelihood will be a major bottleneck if we continue with the current naive (_O(n^3)_) implementation. This will becom…
-
Hi, thank you for the incredible work on developing glmmTMB, it's an invaluable tool for many of us working with mixed models!
I'm currently working on a project aimed at replicating the SAS PROC G…