kalmanFilter does not return means of !log_variables

[tmotl2]

Function kalmanFilter does not return means of variables declared in the "!log_variables" block in the output database db.Mean.

d_nocredit = filter(n, d, rng_filt ...
                         , 'Relative', false ...
                         , 'Multiply', mult);

Stable branch, latest release, R2020b.

Thanks

[jaromir-benes]

It does return these :) However, the output databank returned from the new kalmanFilter has been made a bit consistent in terms of their statistical definitions (consistent with the design of the first-order solution in Iris):

• the mean values are returned for the log of the !log-variables, with a "log_" prefix in a .Mean subdatabank, e.g. d.Mean.log_X
• the median values are returned for the !log-variables under their proper names in a .Median subdatabank , e.g. d.Median.X.
• the std devs are returned for the log of the !log-variables only, with a "log_" prefix in a .Std subdatabank, e.g. d.Std.log_X

Plain variables (i.e. those not declared as !log-variables) are returned in both Mean and Median under their proper names (and mean==median for them).

You can now also use either meanOnly=true or medianOnly=true to force the output databank to be flat with only mean or median, respectively.

Best Jaromir

On Tue, Jul 12, 2022 at 12:10 PM tmotl2 @.***> wrote:

Function kalmanFilter does not return means of variables declared in the "!log_variables" block in the output database db.Mean.

d_nocredit = filter(n, d, rng_filt ... , 'Relative', false ... , 'Multiply', mult);

Stable branch, latest release, R2020b.

Thanks

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