Correction term for Hessian uncertainty - #25
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jgomezdans
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Jan 9, 2018
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| def hessian_correction(gp, x0,P_inv, innovation, mask, state_mask, band, nparams): | ||
| C_obs_inv = P_inv.diagonal()[state_mask.flatten()] |
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Hmmm... I think this isn't correct, as P_inv does have the prior term and the observational term (which is the one you're after). I think what is needed might be in the observations object, in field uncertainty, but I need to check this
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Ah, yes, I think you are right. I'll look into it. The functions will be fine (bar - renaming the variable for clarity)- just need to pass the correct uncertainty. (Or pass observations - in which case the function does need editing.)
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Actually - I do pass in R_mat - the observation uncertainty. So the code is correct just with poorly named variables. I will fix that.
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Deals with the Hessian correction described in #24 although not the combination of two bands that @jgomezdans is handling.
Also some minor modifications with import statements to match previous commit changes.