(Arne Babenhauserheide)
2014-12-03: create x^true from x^seed by multiplying each element with each create x^true from x^seed by multiplying each element with each other.
diff --git a/examples/ensemble-estimation.w b/examples/ensemble-estimation.w --- a/examples/ensemble-estimation.w +++ b/examples/ensemble-estimation.w @@ -77,10 +77,11 @@ define* : write-multiple . x ;; Start with the simple case: One variable and independent observations (R diagonal) ;; First define a truth -define x^true : append-ec (: i 10) '(0.5 0.6 7 0.1 0.7 0.9 0.8 0.4) +define x^seed '(0.5 0.6 7 0.1 0.7 0.9 0.8 0.4) +define x^true : append-ec (: i (length x^seed)) : list-ec (: j x^seed) : * j : list-ref x^seed i ;; And add an initial guess of the parameters -define x^b : append-ec (: i 10) '(1 1 1 1 1 1 1 1) ; initial guess -define P : make-covariance-matrix-from-standard-deviations : append-ec (: i 10) '(0.5 0.1 0.3 0.1 0.2 0.2 0.2 0.2) +define x^b : append-ec (: i (length x^seed)) '(1 1 1 1 1 1 1 1) ; initial guess +define P : make-covariance-matrix-from-standard-deviations : append-ec (: i (length x^seed)) '(0.5 0.1 0.3 0.1 0.2 0.2 0.2 0.2) ;; Then generate observations define y⁰-num 1000