search

pints-team / pints

Probabilistic Inference on Noisy Time Series
http://pints.readthedocs.io
Other
228 stars 33 forks source link

Move sigma0 guessing code to hidden utility function #615

Open MichaelClerx opened 5 years ago

MichaelClerx commented 5 years ago

We have code that guesses a covariance matrix based on an input vector in a few different places, probably makes sense to write a single utility function that does this and call it where needed.

fcooper8472 commented 5 years ago

Can you point me to these?

MichaelClerx commented 5 years ago

Here's one: https://github.com/pints-team/pints/blob/master/pints/_optimisers/__init__.py#L101-L135

And another: https://github.com/pints-team/pints/blob/master/pints/_mcmc/__init__.py#L87-L104

I think a few more are hidden in branches at the moment

They don't do exactly the same. It'd be good to have some utility function (or multiple?) with a name that makes sense, so that we can standardise this sort of thing.