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Parmest covariance matrix enhancements

Open adowling2 opened this issue 4 years ago • 1 comments

Summary

Suggested improvements:

  • [ ] Optionally return correlation matrix
  • [ ] Optionally return FIM as well as eigenvalues and eigenvectors in pandas dataframe

adowling2 avatar Nov 17 '21 20:11 adowling2

Upon reflection, I think the most helpful suggestion here would be to have a helper function that computed the correlation matrix from a valid covariance matrix.

adowling2 avatar Apr 30 '25 01:04 adowling2