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Hi there! I'm new to pykalman and Kalman filters in general, so I may be doing something wrong. But I am pretty sure the covariance matrix should always be symmetric. If it's not, eigenvalues may be c…
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Hello,
I am using TangoRosStreamer and it is publishing Odometry information using TF. Is there a way to set the odometry co-variance in rtabmap_ros?
Thanks,
Ahmad
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#1442 added mass matrix adaptation for HMC, in which we compute the covariance across all the latent variables in the model. Since #1128, we can use `iarange` (`plate`) to denote conditional independe…
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In a structural equation modeling framework, we often define latent unmeasured variables with indicators. For example
```
library(lavaan)
data(PoliticalDemocracy)
mod |z|)
.x1 …
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I wanted to get some feedback and thoughts on how best port the information I give for the estimators in Econometrics.jl (see [examples](https://nosferican.github.io/Econometrics.jl/stable/estimators/…
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(starting a separate issue for this)
#2805 implements frequency weights for GLM, but it doesn't work for robust covariances
one issue is restrictive assumption for nobs, k_params, see #2827 but doesn…
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Issues in the 1st Edition:
There seems to be an issue with the corr() function, beginning with R code 4.41, the code
precis(m4.3,corr=TRUE) does not display the variance-covariance matrix as outli…
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### Describe your issue.
Hi. I have been using scipy.sparse.linalg.splu for sparse LU factorization. I kept running into memory issues with problems that were nowhere near the RAM capacity of the sys…
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Support the `emmeans` package for estimating marginal means from `communityPGLMM` objects. There is a vignette for developers here:
https://cran.r-project.org/web/packages/emmeans/vignettes/xtending.…