Changelog

0.3.1 (2022-08-12)

  • !PR20 Fix ESMDA-RS documentation and change the cov_m_prior input parameter to its diagonal std_m_prior to be consistent with the implementation and be less memory consuming.

0.3.0 (2022-08-12)

  • !PR15 Implement ESMDA-RS (restricted step) which provides an automatic estimation of the inflation parameter and determines when to stop (number of assimilations) on the fly.

  • !PR14 Add keyword is_forecast_for_last_assimilation to choose whether to compute the predictions for the ensemble obtained at the last assimilation step. The default is True.

  • !PR13 Implementation: Faster analyse step by avoiding matrix inversion.

  • !PR12 Add a seed parameter for the random number generation seed in the prediction perturbation step. To avoid confusion , cov_d has been renamed cov_obs.

  • !PR11 Implement the covariance localization. Introduces the correlation matrices dd_correlation_matrix and md_correlation_matrix. To avoid confusion , cov_d has been renamed cov_obs.

  • !PR10 Implement the parameters auto-covariance inflation. Add the estimation of the parameters auto-covariance matrix. The parameter alpha becomes cov_obs_inflation_factors.

0.2.0 (2022-07-23)

  • !PR6 The parameter stdev_d becomes cov_d.

  • !PR5 The parameter n_assimilation becomes n_assimilations.

  • !PR4 The parameter stdev_m is removed.

  • !PR3 Type hints are now used in the library.

  • !PR2 Add the possibility to save the history of m and d. This introduces a new knew keyword (boolean) for the constructor save_ensembles_history. Note that the m_mean attribute is depreciated and two new attributes are introduced: m_history, d_history respectively to access the successive parameter and predictions ensemble.

0.1.0 (2021-11-28)

  • First release on PyPI.