(Arne Babenhauserheide)
2014-11-25: add function make-diagonal-matrix-with-trace trace add function make-diagonal-matrix-with-trace trace
diff --git a/examples/ensemble-estimation.w b/examples/ensemble-estimation.w --- a/examples/ensemble-estimation.w +++ b/examples/ensemble-estimation.w @@ -34,7 +34,16 @@ exec guile -L ~/wisp --language=wisp "$0 use-modules : srfi srfi-42 ; list-ec ; seed the random number generator -set! *random-state* : random-state-from-platform +; set! *random-state* : random-state-from-platform + +define : make-diagonal-matrix-with-trace trace + let : : dim : length trace + list-ec (: i dim) + list-ec (: j dim) + if : = i j + list-ref trace i + . 0.0 + ;; Start with the simple case: One variable and independent observations (R diagonal) define x^b '(1) ; initial guess define P '((0.25)) ; standard deviation 0.5