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I believe that in line 243 of the dfm.m file the EMstep function should return V_0_new and not V_0. Due to this typo, the initial state covariance matrix is not updated in the algorithm. It does not s…
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Hi,
I recently ran into an issue where the maximum number of iterations during MAF estimation was reached but the tolerance criteria was not, since the tolerance check is nested in a for loop here…
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@BenBarnard : because we need the prior information to calculate `S_B` and `S_W`, and we are moving these functions from `slidR` to `covEst` should the prior function be moved to `covEst` as well?
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Hi!
We have a problem in showing the positions of aruco codes in rviz.
If we use PoseArray (of ros) we can see the positions of the aruco codes in rviz:(like this)
![captura de ecra de 2017-11-04…
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I'm looking mainly at Poisson QMLE right now, but I think this holds for several of the maximum likelihood estimators we have if the model is not parametrically correctly specified and I assume GLM to…
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related to
#2765 #4143 traditional/old statistics for covariance and correlation structures and tests
#3197 penalized and shrinkage estimator for covariances or inverse covariances
These are ju…
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Once it is packaged all nice like for importing elsewhere, you're ready to start applying covariance tracking to more specific examples. One huge huge point of data that needs to be refined and as re…
AWatk updated
6 years ago
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**objective:** collect the tools, functions or classes, for handling non-i.i.d. covariance structures
The idea is to get reusable components for a mix-and-match system as complement to the (more effi…
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In some implementations ([KS](https://proceedings.neurips.cc/paper_files/paper/2016/file/1145a30ff80745b56fb0cecf65305017-Paper.pdf), [Spyking Circus](https://www.biorxiv.org/content/10.1101/067843v1.…
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Recentering might make our way of estimating the optimal weighting matrix obsolete. Should check and correct if necessary.