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View Code? Open in Web Editor NEWRegression of stochastic processes with exponentially correlated noise
License: MIT License
Regression of stochastic processes with exponentially correlated noise
License: MIT License
As the title says, it would be good to have support for importing precomputed moments for later use in the inversion process. This functionality would require designing some class or function that interfaces with MomentClass
.
Support for debug options for visualizing steps during the inversion process would be good. A good example of an easy spot to implement it would be
Line 361 in bb14911
The line
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... possibly stays constant, and may be moved outside the loop. (Edge effects may matter though.)
When the flag fitOptions.keepObservations
is set to false, plotting functions like obj.fullModel.plotMoment1()
and obj.fullModel.plotAutocorrelation()
fail. This is because the tilmestep is required. Should be fixable by moving (or copying) the timestep to the moments object.
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