I have been coding the utility functions for matrices and vectors which we are/will need frequently in further functionalities.
One of it is to
add_constant to a matrix.
add_constant prepends or appends a column of ones to a matrix if it already doesn’t have one.
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There are other such methods such as
chain_dot which carries out dot multplication of matrices in chain. It uses the ruby’s
reduce ability to reduce the available arguments(matrices) to consequential product.
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Apart from adding such functionalities, I have covered entire documentation of
statsample-timeseries. I made sure to explain role of each function, every input parameter, and return type of the function. In most of the cases, I also added the usage examples too.
Later, I will add the usage examples in all those which are still not equipped with that and details about parameters wherever it is still missing.
After this, with the great help from Claudio and Ra’s pointers about modular(namespace) hierarchial convention; we managed to make it more conventional. :)
Here are the final results:
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We are now reading and continuing to code Kalman filter. Hope it doesn’t stay tricky. :)
Till next time,
- Ankur Goel