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Eigen::MatrixXd | ITHACAmuq::muq2ithaca::EnsembleKalmanFilter (Eigen::MatrixXd prior, Eigen::VectorXd measurements, Eigen::MatrixXd measurementsCov, Eigen::MatrixXd observedState) |
| Ensemble Kalman Filter.
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Eigen::MatrixXd | ITHACAmuq::muq2ithaca::EnsembleKalmanFilter (PtrList< volScalarField > &prior, Eigen::VectorXd measurements, Eigen::MatrixXd measurementsCov, Eigen::MatrixXd observedState) |
| Ensemble Kalman Filter.
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double | ITHACAmuq::muq2ithaca::quantile (Eigen::VectorXd samps, double p, int method=1) |
| Returns quantile for a vector of samples.
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Eigen::VectorXd | ITHACAmuq::muq2ithaca::quantile (Eigen::MatrixXd samps, double p, int method=1) |
| Returns quantile for a matrix of samples.
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