(Arne Babenhauserheide)
2016-11-29: lower uncertainty lower uncertainty
diff --git a/examples/ensemble-estimation.w b/examples/ensemble-estimation.w --- a/examples/ensemble-estimation.w +++ b/examples/ensemble-estimation.w @@ -181,7 +181,7 @@ x are parameters to be optimized, pos is ;; the equivalent of measured observations define y^true : list-ec (: i y⁰-pos) : H x^true i ;; now we disturb the observations with a fixed standard deviation. This assumes uncorrelated observations. -define y⁰-std 100 +define y⁰-std 30 define y⁰ : list-ec (: i y^true) : + i : * y⁰-std : random:normal ;; and define the covariance matrix. This assumes uncorrelated observations. define R : make-covariance-matrix-from-standard-deviations : list-ec (: i y⁰-num) y⁰-std