available at the end of the algorithm. It involves potentially costly
calculations or memory consumptions. The default is a void list, none of
these variables being calculated and stored by default. The possible names
- are in the following list: ["APosterioriCovariance", "BMA", "CostFunctionJ",
- "CurrentState", "OMA", "OMB", "Innovation", "SigmaObs2",
- "MahalanobisConsistency", "SimulatedObservationAtBackground",
- "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum",
- "SimulationQuantiles"].
+ are in the following list: ["APosterioriCorrelations",
+ "APosterioriCovariance", "APosterioriStandardDeviations",
+ "APosterioriVariances", "BMA", "CostFunctionJ", "CurrentState", "OMA",
+ "OMB", "Innovation", "SigmaObs2", "MahalanobisConsistency",
+ "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState",
+ "SimulatedObservationAtOptimum", "SimulationQuantiles"].
Example : ``{"StoreSupplementaryCalculations":["BMA","Innovation"]}``
The conditional outputs of the algorithm are the following:
+ APosterioriCorrelations
+ *List of matrices*. Each element is an *a posteriori* error correlation
+ matrix of the optimal state.
+
+ Example : ``C = ADD.get("APosterioriCorrelations")[-1]``
+
APosterioriCovariance
*List of matrices*. Each element is an *a posteriori* error covariance
matrix :math:`\mathbf{A}*` of the optimal state.
Example : ``A = ADD.get("APosterioriCovariance")[-1]``
+ APosterioriStandardDeviations
+ *List of matrices*. Each element is an *a posteriori* error standard
+ deviation matrix of the optimal state.
+
+ Example : ``E = ADD.get("APosterioriStandardDeviations")[-1]``
+
+ APosterioriVariances
+ *List of matrices*. Each element is an *a posteriori* error variance matrix
+ of the optimal state.
+
+ Example : ``V = ADD.get("APosterioriVariances")[-1]``
+
BMA
*List of vectors*. Each element is a vector of difference between the
background and the optimal state.