(Arne Babenhauserheide)
2014-11-25: use make diag matrix (more concise) use make diag matrix (more concise)
diff --git a/examples/ensemble-estimation.w b/examples/ensemble-estimation.w --- a/examples/ensemble-estimation.w +++ b/examples/ensemble-estimation.w @@ -53,14 +53,10 @@ define : standard-deviation-from-deviati ;; Start with the simple case: One variable and independent observations (R diagonal) define x^b '(1 2) ; initial guess -define P '((0.25 0) ; standard deviation 0.5 - (0 0.0001)) ; standard deviation 0.01 +define P : make-diagonal-matrix-with-trace '(0.25 0.0001) define y⁰ '(0.8 0.7 0.9 0.75) ; real value: 0.8 -define R '((0.01 0 0 0) ; standard deviation √0.1 - (0 0.01 0 0) - (0 0 0.01 0) - (0 0 0 0.01)) +define R : make-diagonal-matrix-with-trace '(0.01 0.01 0.01 0.01) define : H . x . "Simple single state observation operator which just returns the sum of the state."