"3DVAR",
"4DVAR",
"Blue",
- "DerivativeFreeOptimization",
"ExtendedBlue",
"EnsembleBlue",
"KalmanFilter",
"ExtendedKalmanFilter",
"EnsembleKalmanFilter",
"UnscentedKalmanFilter",
- "LinearLeastSquares",
- "NonLinearLeastSquares",
"QuantileRegression",
+ "DerivativeFreeOptimization",
"ParticleSwarmOptimization",
"DifferentialEvolution",
+ "TabuSearch",
+ "LinearLeastSquares",
+ "NonLinearLeastSquares",
]
CheckAlgos = [
"FunctionTest",
"LinearityTest",
"GradientTest",
"AdjointTest",
- "ObserverTest",
"TangentTest",
+ "LocalSensitivityTest",
"SamplingTest",
+ "ObserverTest",
]
AlgoDataRequirements = {}
"Observation", "ObservationError",
"ObservationOperator",
]
-AlgoDataRequirements["DerivativeFreeOptimization"] = [
- "Background", "BackgroundError",
- "Observation", "ObservationError",
- "ObservationOperator",
- ]
AlgoDataRequirements["ExtendedBlue"] = [
"Background", "BackgroundError",
"Observation", "ObservationError",
"Observation", "ObservationError",
"ObservationOperator",
]
-AlgoDataRequirements["LinearLeastSquares"] = [
- "Observation", "ObservationError",
+AlgoDataRequirements["QuantileRegression"] = [
+ "Background",
+ "Observation",
"ObservationOperator",
]
-AlgoDataRequirements["NonLinearLeastSquares"] = [
- "Background",
+AlgoDataRequirements["DerivativeFreeOptimization"] = [
+ "Background", "BackgroundError",
"Observation", "ObservationError",
"ObservationOperator",
]
"Observation", "ObservationError",
"ObservationOperator",
]
-AlgoDataRequirements["QuantileRegression"] = [
+AlgoDataRequirements["TabuSearch"] = [
+ "Background", "BackgroundError",
+ "Observation", "ObservationError",
+ "ObservationOperator",
+ ]
+AlgoDataRequirements["LinearLeastSquares"] = [
+ "Observation", "ObservationError",
+ "ObservationOperator",
+ ]
+AlgoDataRequirements["NonLinearLeastSquares"] = [
"Background",
- "Observation",
+ "Observation", "ObservationError",
"ObservationOperator",
]
"CheckingPoint",
"ObservationOperator",
]
-AlgoDataRequirements["ObserverTest"] = [
- "Observers",
- ]
AlgoDataRequirements["TangentTest"] = [
"CheckingPoint",
"ObservationOperator",
]
+AlgoDataRequirements["LocalSensitivityTest"] = [
+ "CheckingPoint",
+ "Observation",
+ "ObservationOperator",
+ ]
AlgoDataRequirements["SamplingTest"] = [
"CheckingPoint", "BackgroundError",
"Observation", "ObservationError",
"ObservationOperator",
]
+AlgoDataRequirements["ObserverTest"] = [
+ "Observers",
+ ]
AlgoType = {}
AlgoType["3DVAR"] = "Optim"
AlgoType["4DVAR"] = "Optim"
AlgoType["Blue"] = "Optim"
-AlgoType["DerivativeFreeOptimization"] = "Optim"
AlgoType["ExtendedBlue"] = "Optim"
AlgoType["EnsembleBlue"] = "Optim"
AlgoType["KalmanFilter"] = "Optim"
AlgoType["ExtendedKalmanFilter"] = "Optim"
AlgoType["EnsembleKalmanFilter"] = "Optim"
AlgoType["UnscentedKalmanFilter"] = "Optim"
-AlgoType["LinearLeastSquares"] = "Optim"
-AlgoType["NonLinearLeastSquares"] = "Optim"
+AlgoType["QuantileRegression"] = "Optim"
+AlgoType["DerivativeFreeOptimization"] = "Optim"
AlgoType["ParticleSwarmOptimization"] = "Optim"
AlgoType["DifferentialEvolution"] = "Optim"
-AlgoType["QuantileRegression"] = "Optim"
+AlgoType["TabuSearch"] = "Optim"
+AlgoType["LinearLeastSquares"] = "Optim"
+AlgoType["NonLinearLeastSquares"] = "Optim"
# Variables qui sont partages avec le generateur de
# catalogue Eficas