Regression #15
Regression #15
Conversation
|
with different seed: |
|
Wo wir aufpassen müssen: In einer früheren Version fehlt die Matrix Richtig ist
|
|
with smaller noise value:
|
|
tend = 20 Plot |
| dy = y2 - y | ||
| ds = t2 - t | ||
| #@show size(mu), size(Gϕ'), (dy - paramintercept(t, y)*ds) | ||
| mu = mu + Gϕ'*(dy - paramintercept(t, y)*ds) |
There was a problem hiding this comment.
I think with Gϕ' here, we are implementing the correct version which contains g(y, Y.prob.p, t)*g(y, Y.prob.p, t)'
src/regression.jl
Outdated
| WW = Γ + Ξ | ||
| WL = (cholesky(Hermitian(WW)).U)' | ||
| th° = WL'\(randn(size(μ))+WL\μ) | ||
| return th° |
There was a problem hiding this comment.
Lets return Mitosis.Gaussian{(:F,:Γ)}(μ, WW) here.
There was a problem hiding this comment.
(I have to write the rand function for those still, though)
There was a problem hiding this comment.
I moved L30 and L31 to the tests and changed the return value.
src/regression.jl
Outdated
| y .= Y.u[1] | ||
|
|
||
| fjac!(ϕ, y, pest, t) | ||
| fill!(μ, zero(eltype(ϕ))) |
There was a problem hiding this comment.
Let's allow μ and Γ arguments to conjugate, so several segments can be chained.
There was a problem hiding this comment.
Added them as:
.. , μ0=nothing, Γ0=nothing)
so if not specified they will be filled with zero , if specified the values are written into μ and Γ.
|
Looks good.
|
Implements Proposition 5.6 from issue #10 .
The sampling appears to be a slightly shifted.