Online wrapper is not working

MBB-team / VBA-toolbox

The VBA toolbox

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Online wrapper is not working #41

Open lionel-rigoux opened 7 years ago

lionel-rigoux commented 7 years ago

For multiple reasons:

the new display uses isYout, which is not passed correctly (ie. truncated) by onlinewrapper
I broke the online display for hyperparameters (my bad)
some suffstats are not passed correctly. In particular, as only one point/state is inverted, suffstats does not return any dx infos, only dx0.

I am creating a new branch fix-online to clean up the mess I induced by the change in display. What is the expected behaviour? All params/HP are displayed as function of time?

lionel-rigoux commented 7 years ago

Ok, I think the first two issues are solved in the fix-online branch. For the last point, I am not sure about what to do. demo_stochasticBinomial gives an error about the suffstat dimension demo_lorenz seems to simply fail after few iterations, but maybe that is expected from the online inversion (?)

lionel-rigoux commented 6 years ago

Main display bugs have been solved in the development branch. There are still two issues remaining in the toolbox:

1) online inversion only works with stochastic systems. For deterministic systems, the switch to ODE messes up the state dimension and thus the online recursion.

2) Online inversion seems to fail after some iterations, at least in some demos (eg. demo_2Dlin). Everything's fine until some timepoint from which no update takes place (state and observation are stuck to the same value). The algorithm throw no errors.