Open
Conversation
It has occurred that getSampleDistance crashed with option "BH" because of very small values in the inverse covariance matrix (see https://stackoverflow.com/questions/22134398/mahalonobis-distance-in-r-error-system-is-computationally-singular). The argument tol determines which (very small) values should be considered equal to zero.
Several modifications to the particle resampling step: - generate a sequence of intermediary distributions between prior and posterior - use weights attributed to particles - calculate Effective Sample Size (ESS) to determine when particles should be resampled - dynamically adapt the number of iterations
simplification introduced general diagnostics option
- Recalculation of previous intermediary distribution for resampled particles - mutate as a separate function - extra mutate steps at the end of run
Mutation is only done after resampling
…nction Tolerance parameter (passed to solve) is now set to the smallest number that can be represented on the machine.
- Automatic selection of scaling factors - Snooker update
The two output terms represent the contributions of means and covariance to total distance
Add the script used to generate Fig. 3 in Speich et al.
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
2 participants
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
No description provided.