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Currently the observation and prior error covariance matrices are uniform and diagonal.
Add flexibility:
- option for non-uniform errors
- option for non-zero error covariances
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https://github.com/cwrucutter/snowmower_localization/blob/1c1ea38bc43369e5d111ad427bd2c815abcef81c/launch/ekf_common_params.yaml#L10
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There is a large list of one to k sample tests on variances, and covariances.
IIRC then they are all missing except for Levene and Bartlett in scipy.stats.
Do we have F_test for variances? http://en…
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another topic with pieces all over the place
related: test for one or two correlations, see issue #667 (partially a duplicate)
Here it is tests on the entire correlation/covariance matrix
- spherici…
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* [ ] implement SPD transforms as Stan programs
* [ ] code test distribution programs
* [ ] Wishart
* [ ] inverse Wishart
* [ ] something spectral (distribution on eigenvalues)?
The…
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I'm running into various measure for the closeness of two covariance or scatter matrices.
We should get a function with a collection of those.
current usecase: checking how well a robust cov or …
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When running the code like below, getting an error that ends up with
"RuntimeError:
Numpy is not available"
Fixed by downgrading numpy with
pip install numpy torch.Tensor:
'''
Mult…
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# Numerical experiments
- [ ] Mesh compressibility test:
- For octree and Fiedler tree:
- For each $h$ and $p$ mesh:
- For each, fixed number of eigenvectors, $m$:
- Stream an…
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Sigma is now an atomic vector, covariance matrix, or list of covariance matrices. Would it not be more practical to use an array? List implies that the covariance matrices can have different dimension…
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Having `dlkj`, `dwishart`, and `dinvwishart` in one of the TMB namespaces would enable users to assign likelihoods to correlation or covariance matrices. I have implemented these [here](https://github…