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covariance & localisation: extract functions #153

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Tracked by #149
mathause opened this issue Jun 10, 2022 · 0 comments · Fixed by #191
Closed
Tracked by #149

covariance & localisation: extract functions #153

mathause opened this issue Jun 10, 2022 · 0 comments · Fixed by #191
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@mathause
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train_lv_find_localized_ecov finds the optimal localization radius for the empirical covariance matrix and derives the empirical cov matrix.

def train_lv_find_localized_ecov(y, wgt_scen_eq, aux, cfg):

The statistical methods should be extracted.

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