pyesmda.approximate_cov_mm

pyesmda.approximate_cov_mm(m_ensemble: numpy.ndarray[Any, numpy.dtype[numpy.float64]]) numpy.ndarray[Any, numpy.dtype[numpy.float64]][source]

Approximate the parameters autocovariance matrix from the ensemble.

The covariance matrice \(C^{l}_{MM}\) is approximated from the ensemble in the standard way of EnKF [Evensen, 2007, Aanonsen et al., 2009]:

\[C^{l}_{MM} = \frac{1}{N_{e} - 1} \sum_{j=1}^{N_{e}}\left(m^{l}_{j} - \overline{m^{l}}\right)\left(m^{l}_{j} - \overline{m^{l}} \right)^{T}\]

with \(\overline{m^{l}}\), the parameters ensemble means, at iteration \(l\).

Parameters

m_ensemble (NDArrayFloat) – Ensemble of parameters realization with diemnsions (\(N_{e}, N_{m}\)).