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The covariance determinant is used several times in the package; namely, there is a warning issued if it decreases too much, and it is also used in find_ekp_stepsize to find a stepsize. The first use will be removed by #250, but the second one should also be removed in my view, since the determinant is not a sensible quantity when the covariance is rank deficient (number of parameters > number of ensemble members). Perhaps the trace could be used instead?
The text was updated successfully, but these errors were encountered:
The covariance determinant is used several times in the package; namely, there is a warning issued if it decreases too much, and it is also used in
find_ekp_stepsize
to find a stepsize. The first use will be removed by #250, but the second one should also be removed in my view, since the determinant is not a sensible quantity when the covariance is rank deficient (number of parameters > number of ensemble members). Perhaps the trace could be used instead?The text was updated successfully, but these errors were encountered: