Observations
The Observations
object is used to store the truth for convenience of the user. The ingredients are
- Samples of the data
Vector{Vector{Float}}
orArray{Float, 2}
. If provided as a 2D array, the samples must be provided as columns. They are stored internally asVector{Vector{Float}}
- An optional covariance matrix can be provided.
- The names of the data in this object as a
String
orVector{String}
The empirical mean is calculated automatically. If a covariance matrix is not provided, then the empirical covariance is also calculated automatically.
A simple example:
Here is a typical construction of the object:
μ = zeros(5)
Γy = rand(5, 5)
Γy = Γy' * Γy
yt = rand(MvNormal(μ, Γy), 100) # generate 100 samples
name = "zero-mean mvnormal"
true_data = Observations.Observation(yt, Γy, name)
Currently, the data is retrieved by accessing the stored variables, e.g the fifth data sample is given by truth_data.samples[5]
, or the covariance matrix by truth_data.cov
.