From 24aca1dffd2c8cd7e0de69df8aa1733356289803 Mon Sep 17 00:00:00 2001 From: Jean-Philippe ARGAUD Date: Sat, 19 Nov 2016 22:24:21 +0100 Subject: [PATCH] Coherence correction for documentation of algorithms --- doc/en/ref_algorithm_3DVAR.rst | 6 +++--- doc/en/ref_algorithm_4DVAR.rst | 6 +++--- doc/en/ref_algorithm_Blue.rst | 4 ++-- doc/en/ref_algorithm_DerivativeFreeOptimization.rst | 7 ++++--- doc/en/ref_algorithm_ExtendedBlue.rst | 4 ++-- doc/en/ref_algorithm_ExtendedKalmanFilter.rst | 4 ++-- doc/en/ref_algorithm_KalmanFilter.rst | 4 ++-- doc/en/ref_algorithm_LinearLeastSquares.rst | 3 ++- doc/en/ref_algorithm_NonLinearLeastSquares.rst | 6 +++--- doc/en/ref_algorithm_ParticleSwarmOptimization.rst | 7 ++++--- doc/en/ref_algorithm_QuantileRegression.rst | 7 ++++--- doc/en/ref_algorithm_SamplingTest.rst | 5 +++-- doc/en/ref_algorithm_UnscentedKalmanFilter.rst | 4 ++-- doc/fr/ref_algorithm_3DVAR.rst | 6 +++--- doc/fr/ref_algorithm_4DVAR.rst | 4 ++-- doc/fr/ref_algorithm_Blue.rst | 4 ++-- doc/fr/ref_algorithm_DerivativeFreeOptimization.rst | 7 ++++--- doc/fr/ref_algorithm_ExtendedBlue.rst | 6 +++++- doc/fr/ref_algorithm_ExtendedKalmanFilter.rst | 4 ++-- doc/fr/ref_algorithm_KalmanFilter.rst | 4 ++-- doc/fr/ref_algorithm_LinearLeastSquares.rst | 4 ++-- doc/fr/ref_algorithm_NonLinearLeastSquares.rst | 5 +++-- doc/fr/ref_algorithm_ParticleSwarmOptimization.rst | 6 +++--- doc/fr/ref_algorithm_QuantileRegression.rst | 6 +++--- doc/fr/ref_algorithm_SamplingTest.rst | 5 +++-- doc/fr/ref_algorithm_UnscentedKalmanFilter.rst | 4 ++-- src/daComposant/daAlgorithms/3DVAR.py | 2 +- src/daComposant/daAlgorithms/4DVAR.py | 2 +- src/daComposant/daAlgorithms/Blue.py | 2 +- src/daComposant/daAlgorithms/DerivativeFreeOptimization.py | 2 +- src/daComposant/daAlgorithms/ExtendedBlue.py | 2 +- src/daComposant/daAlgorithms/ExtendedKalmanFilter.py | 2 +- src/daComposant/daAlgorithms/KalmanFilter.py | 2 +- src/daComposant/daAlgorithms/LinearLeastSquares.py | 2 +- src/daComposant/daAlgorithms/NonLinearLeastSquares.py | 2 +- src/daComposant/daAlgorithms/ParticleSwarmOptimization.py | 2 +- src/daComposant/daAlgorithms/QuantileRegression.py | 2 +- src/daComposant/daAlgorithms/SamplingTest.py | 2 +- src/daComposant/daAlgorithms/TabuSearch.py | 2 +- src/daComposant/daAlgorithms/UnscentedKalmanFilter.py | 2 +- 40 files changed, 86 insertions(+), 74 deletions(-) diff --git a/doc/en/ref_algorithm_3DVAR.rst b/doc/en/ref_algorithm_3DVAR.rst index bd09a02..fad8fdd 100644 --- a/doc/en/ref_algorithm_3DVAR.rst +++ b/doc/en/ref_algorithm_3DVAR.rst @@ -165,9 +165,9 @@ The options of the algorithm are the following: these variables being calculated and stored by default. The possible names are in the following list: ["APosterioriCorrelations", "APosterioriCovariance", "APosterioriStandardDeviations", - "APosterioriVariances", "BMA", "CostFunctionJ", - "CostFunctionJAtCurrentOptimum", "CurrentOptimum", "CurrentState", - "IndexOfOptimum", "Innovation", "InnovationAtCurrentState", + "APosterioriVariances", "BMA", "CostFunctionJ", "CostFunctionJb", + "CostFunctionJo", "CostFunctionJAtCurrentOptimum", "CurrentOptimum", + "CurrentState", "IndexOfOptimum", "Innovation", "InnovationAtCurrentState", "MahalanobisConsistency", "OMA", "OMB", "SigmaObs2", "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentOptimum", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum", diff --git a/doc/en/ref_algorithm_4DVAR.rst b/doc/en/ref_algorithm_4DVAR.rst index 9ce3efb..1953f76 100644 --- a/doc/en/ref_algorithm_4DVAR.rst +++ b/doc/en/ref_algorithm_4DVAR.rst @@ -183,9 +183,9 @@ The options of the algorithm are the following: 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: ["BMA", "CostFunctionJ", - "CostFunctionJAtCurrentOptimum", "CurrentOptimum", "CurrentState", - "IndexOfOptimum"]. + are in the following list: ["BMA", "CostFunctionJ", "CostFunctionJb", + "CostFunctionJo", "CostFunctionJAtCurrentOptimum", "CurrentOptimum", + "CurrentState", "IndexOfOptimum"]. Example : ``{"StoreSupplementaryCalculations":["BMA", "CurrentState"]}`` diff --git a/doc/en/ref_algorithm_Blue.rst b/doc/en/ref_algorithm_Blue.rst index 32406c7..4be560b 100644 --- a/doc/en/ref_algorithm_Blue.rst +++ b/doc/en/ref_algorithm_Blue.rst @@ -111,8 +111,8 @@ The options of the algorithm are the following: are in the following list: ["APosterioriCorrelations", "APosterioriCovariance", "APosterioriStandardDeviations", "APosterioriVariances", "BMA", "OMA", "OMB", "CurrentState", - "CostFunctionJ", "Innovation", "SigmaBck2", "SigmaObs2", - "MahalanobisConsistency", "SimulationQuantiles", + "CostFunctionJ", "CostFunctionJb", "CostFunctionJo", "Innovation", + "SigmaBck2", "SigmaObs2", "MahalanobisConsistency", "SimulationQuantiles", "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"]. diff --git a/doc/en/ref_algorithm_DerivativeFreeOptimization.rst b/doc/en/ref_algorithm_DerivativeFreeOptimization.rst index 1ca7a91..3971ee6 100644 --- a/doc/en/ref_algorithm_DerivativeFreeOptimization.rst +++ b/doc/en/ref_algorithm_DerivativeFreeOptimization.rst @@ -171,9 +171,10 @@ The options of the algorithm are the following: 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: ["CurrentState", "CostFunctionJ", - "CostFunctionJAtCurrentOptimum", "CurrentOptimum", "IndexOfOptimum", - "InnovationAtCurrentState", "BMA", "OMA", "OMB", - "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentOptimum", + "CostFunctionJb", "CostFunctionJo", "CostFunctionJAtCurrentOptimum", + "CurrentOptimum", "IndexOfOptimum", "InnovationAtCurrentState", "BMA", + "OMA", "OMB", "SimulatedObservationAtBackground", + "SimulatedObservationAtCurrentOptimum", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"]. Example : ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}`` diff --git a/doc/en/ref_algorithm_ExtendedBlue.rst b/doc/en/ref_algorithm_ExtendedBlue.rst index 65e30da..8ae7f50 100644 --- a/doc/en/ref_algorithm_ExtendedBlue.rst +++ b/doc/en/ref_algorithm_ExtendedBlue.rst @@ -109,8 +109,8 @@ The options of the algorithm are the following: are in the following list: ["APosterioriCorrelations", "APosterioriCovariance", "APosterioriStandardDeviations", "APosterioriVariances", "BMA", "OMA", "OMB", "CurrentState", - "CostFunctionJ", "Innovation", "SigmaBck2", "SigmaObs2", - "MahalanobisConsistency", "SimulationQuantiles", + "CostFunctionJ", "CostFunctionJb", "CostFunctionJo", "Innovation", + "SigmaBck2", "SigmaObs2", "MahalanobisConsistency", "SimulationQuantiles", "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"]. diff --git a/doc/en/ref_algorithm_ExtendedKalmanFilter.rst b/doc/en/ref_algorithm_ExtendedKalmanFilter.rst index ef40955..568e458 100644 --- a/doc/en/ref_algorithm_ExtendedKalmanFilter.rst +++ b/doc/en/ref_algorithm_ExtendedKalmanFilter.rst @@ -121,8 +121,8 @@ The options of the algorithm are the following: these variables being calculated and stored by default. The possible names are in the following list: ["APosterioriCorrelations", "APosterioriCovariance", "APosterioriStandardDeviations", - "APosterioriVariances", "BMA", "CostFunctionJ", "CurrentState", - "Innovation"]. + "APosterioriVariances", "BMA", "CostFunctionJ", "CostFunctionJb", + "CostFunctionJo", "CurrentState", "Innovation"]. Example : ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}`` diff --git a/doc/en/ref_algorithm_KalmanFilter.rst b/doc/en/ref_algorithm_KalmanFilter.rst index 8261487..84c5fb6 100644 --- a/doc/en/ref_algorithm_KalmanFilter.rst +++ b/doc/en/ref_algorithm_KalmanFilter.rst @@ -113,8 +113,8 @@ The options of the algorithm are the following: these variables being calculated and stored by default. The possible names are in the following list: ["APosterioriCorrelations", "APosterioriCovariance", "APosterioriStandardDeviations", - "APosterioriVariances", "BMA", "CostFunctionJ", "CurrentState", - "Innovation"]. + "APosterioriVariances", "BMA", "CostFunctionJ", "CostFunctionJb", + "CostFunctionJo", "CurrentState", "Innovation"]. Example : ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}`` diff --git a/doc/en/ref_algorithm_LinearLeastSquares.rst b/doc/en/ref_algorithm_LinearLeastSquares.rst index 681f372..e44db97 100644 --- a/doc/en/ref_algorithm_LinearLeastSquares.rst +++ b/doc/en/ref_algorithm_LinearLeastSquares.rst @@ -94,7 +94,8 @@ The options of the algorithm are the following: 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: ["OMA", "CurrentState", "CostFunctionJ", - "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"]. + "CostFunctionJb", "CostFunctionJo", "SimulatedObservationAtCurrentState", + "SimulatedObservationAtOptimum"]. Example : ``{"StoreSupplementaryCalculations":["OMA", "CurrentState"]}`` diff --git a/doc/en/ref_algorithm_NonLinearLeastSquares.rst b/doc/en/ref_algorithm_NonLinearLeastSquares.rst index e327368..c6e6f15 100644 --- a/doc/en/ref_algorithm_NonLinearLeastSquares.rst +++ b/doc/en/ref_algorithm_NonLinearLeastSquares.rst @@ -155,9 +155,9 @@ The options of the algorithm are the following: 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: ["BMA", "CostFunctionJ", "CurrentState", "OMA", - "OMB", "Innovation", "SimulatedObservationAtCurrentState", - "SimulatedObservationAtOptimum"]. + are in the following list: ["BMA", "CostFunctionJ", "CostFunctionJb", + "CostFunctionJo", "CurrentState", "OMA", "OMB", "Innovation", + "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"]. Example : ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}`` diff --git a/doc/en/ref_algorithm_ParticleSwarmOptimization.rst b/doc/en/ref_algorithm_ParticleSwarmOptimization.rst index 7ce0938..56cf88c 100644 --- a/doc/en/ref_algorithm_ParticleSwarmOptimization.rst +++ b/doc/en/ref_algorithm_ParticleSwarmOptimization.rst @@ -162,9 +162,10 @@ The options of the algorithm are the following: 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: ["BMA", "CostFunctionJ", "CurrentState", "OMA", - "OMB", "Innovation", "SimulatedObservationAtBackground", - "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"]. + are in the following list: ["BMA", "CostFunctionJ", "CostFunctionJb", + "CostFunctionJo", "CurrentState", "OMA", "OMB", "Innovation", + "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState", + "SimulatedObservationAtOptimum"]. Example : ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}`` diff --git a/doc/en/ref_algorithm_QuantileRegression.rst b/doc/en/ref_algorithm_QuantileRegression.rst index 3a7b463..a5907e1 100644 --- a/doc/en/ref_algorithm_QuantileRegression.rst +++ b/doc/en/ref_algorithm_QuantileRegression.rst @@ -118,9 +118,10 @@ The options of the algorithm are the following: 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: ["BMA", "CostFunctionJ", "CurrentState", "OMA", - "OMB", "Innovation", "SimulatedObservationAtBackground", - "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"]. + are in the following list: ["BMA", "CostFunctionJ", "CostFunctionJb", + "CostFunctionJo", "CurrentState", "OMA", "OMB", "Innovation", + "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState", + "SimulatedObservationAtOptimum"]. Example : ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}`` diff --git a/doc/en/ref_algorithm_SamplingTest.rst b/doc/en/ref_algorithm_SamplingTest.rst index ba788d9..d328dcd 100644 --- a/doc/en/ref_algorithm_SamplingTest.rst +++ b/doc/en/ref_algorithm_SamplingTest.rst @@ -178,8 +178,9 @@ The options of the algorithm are the following: 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: ["CostFunctionJ", "CurrentState", - "InnovationAtCurrentState", "SimulatedObservationAtCurrentState"]. + are in the following list: ["CostFunctionJ", "CostFunctionJb", + "CostFunctionJo", "CurrentState", "InnovationAtCurrentState", + "SimulatedObservationAtCurrentState"]. Example : ``{"StoreSupplementaryCalculations":["CostFunctionJ", "SimulatedObservationAtCurrentState"]}`` diff --git a/doc/en/ref_algorithm_UnscentedKalmanFilter.rst b/doc/en/ref_algorithm_UnscentedKalmanFilter.rst index cb5343c..1400702 100644 --- a/doc/en/ref_algorithm_UnscentedKalmanFilter.rst +++ b/doc/en/ref_algorithm_UnscentedKalmanFilter.rst @@ -136,8 +136,8 @@ The options of the algorithm are the following: these variables being calculated and stored by default. The possible names are in the following list: ["APosterioriCorrelations", "APosterioriCovariance", "APosterioriStandardDeviations", - "APosterioriVariances", "BMA", "CostFunctionJ", "CurrentState", - "Innovation"]. + "APosterioriVariances", "BMA", "CostFunctionJ", "CostFunctionJb", + "CostFunctionJo", "CurrentState", "Innovation"]. Example : ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}`` diff --git a/doc/fr/ref_algorithm_3DVAR.rst b/doc/fr/ref_algorithm_3DVAR.rst index c077dc0..2466d06 100644 --- a/doc/fr/ref_algorithm_3DVAR.rst +++ b/doc/fr/ref_algorithm_3DVAR.rst @@ -170,9 +170,9 @@ Les options de l'algorithme sont les suivantes: aucune de ces variables n'étant calculée et stockée par défaut. Les noms possibles sont dans la liste suivante : ["APosterioriCorrelations", "APosterioriCovariance", "APosterioriStandardDeviations", - "APosterioriVariances", "BMA", "CostFunctionJ", - "CostFunctionJAtCurrentOptimum", "CurrentOptimum", "CurrentState", - "IndexOfOptimum", "Innovation", "InnovationAtCurrentState", + "APosterioriVariances", "BMA", "CostFunctionJ", "CostFunctionJb", + "CostFunctionJo", "CostFunctionJAtCurrentOptimum", "CurrentOptimum", + "CurrentState", "IndexOfOptimum", "Innovation", "InnovationAtCurrentState", "MahalanobisConsistency", "OMA", "OMB", "SigmaObs2", "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentOptimum", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum", diff --git a/doc/fr/ref_algorithm_4DVAR.rst b/doc/fr/ref_algorithm_4DVAR.rst index 45140cb..272be80 100644 --- a/doc/fr/ref_algorithm_4DVAR.rst +++ b/doc/fr/ref_algorithm_4DVAR.rst @@ -189,8 +189,8 @@ Les options de l'algorithme sont les suivantes: calculs ou du stockage coûteux. La valeur par défaut est une liste vide, aucune de ces variables n'étant calculée et stockée par défaut. Les noms possibles sont dans la liste suivante : ["BMA", "CostFunctionJ", - "CostFunctionJAtCurrentOptimum", "CurrentOptimum", "CurrentState", - "IndexOfOptimum"]. + "CostFunctionJb", "CostFunctionJo", "CostFunctionJAtCurrentOptimum", + "CurrentOptimum", "CurrentState", "IndexOfOptimum"]. Exemple : ``{"StoreSupplementaryCalculations":["BMA", "CurrentState"]}`` diff --git a/doc/fr/ref_algorithm_Blue.rst b/doc/fr/ref_algorithm_Blue.rst index ae562d3..570aa2c 100644 --- a/doc/fr/ref_algorithm_Blue.rst +++ b/doc/fr/ref_algorithm_Blue.rst @@ -113,8 +113,8 @@ Les options de l'algorithme sont les suivantes: possibles sont dans la liste suivante : ["APosterioriCorrelations", "APosterioriCovariance", "APosterioriStandardDeviations", "APosterioriVariances", "BMA", "OMA", "OMB", "CurrentState", - "CostFunctionJ", "Innovation", "SigmaBck2", "SigmaObs2", - "MahalanobisConsistency", "SimulationQuantiles", + "CostFunctionJ", "CostFunctionJb", "CostFunctionJo", "Innovation", + "SigmaBck2", "SigmaObs2", "MahalanobisConsistency", "SimulationQuantiles", "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"]. diff --git a/doc/fr/ref_algorithm_DerivativeFreeOptimization.rst b/doc/fr/ref_algorithm_DerivativeFreeOptimization.rst index 9beb578..bd12938 100644 --- a/doc/fr/ref_algorithm_DerivativeFreeOptimization.rst +++ b/doc/fr/ref_algorithm_DerivativeFreeOptimization.rst @@ -174,9 +174,10 @@ Les options de l'algorithme sont les suivantes: calculs ou du stockage coûteux. La valeur par défaut est une liste vide, aucune de ces variables n'étant calculée et stockée par défaut. Les noms possibles sont dans la liste suivante : ["CurrentState", "CostFunctionJ", - "CostFunctionJAtCurrentOptimum", "CurrentOptimum", "IndexOfOptimum", - "InnovationAtCurrentState", "BMA", "OMA", "OMB", - "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentOptimum", + "CostFunctionJb", "CostFunctionJo", "CostFunctionJAtCurrentOptimum", + "CurrentOptimum", "IndexOfOptimum", "InnovationAtCurrentState", "BMA", + "OMA", "OMB", "SimulatedObservationAtBackground", + "SimulatedObservationAtCurrentOptimum", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"]. Exemple : ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}`` diff --git a/doc/fr/ref_algorithm_ExtendedBlue.rst b/doc/fr/ref_algorithm_ExtendedBlue.rst index ae50ca4..b808947 100644 --- a/doc/fr/ref_algorithm_ExtendedBlue.rst +++ b/doc/fr/ref_algorithm_ExtendedBlue.rst @@ -107,7 +107,11 @@ Les options de l'algorithme sont les suivantes: disponibles à la fin de l'algorithme. Cela implique potentiellement des calculs ou du stockage coûteux. La valeur par défaut est une liste vide, aucune de ces variables n'étant calculée et stockée par défaut. Les noms - possibles sont dans la liste suivante : ["CurrentState", "Innovation", + possibles sont dans la liste suivante : ["APosterioriCorrelations", + "APosterioriCovariance", "APosterioriStandardDeviations", + "APosterioriVariances", "BMA", "OMA", "OMB", "CurrentState", + "CostFunctionJ", "CostFunctionJb", "CostFunctionJo", "Innovation", + "SigmaBck2", "SigmaObs2", "MahalanobisConsistency", "SimulationQuantiles", "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"]. diff --git a/doc/fr/ref_algorithm_ExtendedKalmanFilter.rst b/doc/fr/ref_algorithm_ExtendedKalmanFilter.rst index 92d3b02..d93b723 100644 --- a/doc/fr/ref_algorithm_ExtendedKalmanFilter.rst +++ b/doc/fr/ref_algorithm_ExtendedKalmanFilter.rst @@ -124,8 +124,8 @@ Les options de l'algorithme sont les suivantes: aucune de ces variables n'étant calculée et stockée par défaut. Les noms possibles sont dans la liste suivante : ["APosterioriCorrelations", "APosterioriCovariance", "APosterioriStandardDeviations", - "APosterioriVariances", "BMA", "CostFunctionJ", "CurrentState", - "Innovation"]. + "APosterioriVariances", "BMA", "CostFunctionJ", "CostFunctionJb", + "CostFunctionJo", "CurrentState", "Innovation"]. Exemple : ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}`` diff --git a/doc/fr/ref_algorithm_KalmanFilter.rst b/doc/fr/ref_algorithm_KalmanFilter.rst index 288da68..a029dca 100644 --- a/doc/fr/ref_algorithm_KalmanFilter.rst +++ b/doc/fr/ref_algorithm_KalmanFilter.rst @@ -114,8 +114,8 @@ Les options de l'algorithme sont les suivantes: aucune de ces variables n'étant calculée et stockée par défaut. Les noms possibles sont dans la liste suivante : ["APosterioriCorrelations", "APosterioriCovariance", "APosterioriStandardDeviations", - "APosterioriVariances", "BMA", "CostFunctionJ", "CurrentState", - "Innovation"]. + "APosterioriVariances", "BMA", "CostFunctionJ", "CostFunctionJb", + "CostFunctionJo", "CurrentState", "Innovation"]. Exemple : ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}`` diff --git a/doc/fr/ref_algorithm_LinearLeastSquares.rst b/doc/fr/ref_algorithm_LinearLeastSquares.rst index 258647f..02bd28a 100644 --- a/doc/fr/ref_algorithm_LinearLeastSquares.rst +++ b/doc/fr/ref_algorithm_LinearLeastSquares.rst @@ -95,8 +95,8 @@ Les options de l'algorithme sont les suivantes: calculs ou du stockage coûteux. La valeur par défaut est une liste vide, aucune de ces variables n'étant calculée et stockée par défaut. Les noms possibles sont dans la liste suivante : ["OMA", "CurrentState", - "CostFunctionJ", "SimulatedObservationAtCurrentState", - "SimulatedObservationAtOptimum"]. + "CostFunctionJ", "CostFunctionJb", "CostFunctionJo", + "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"]. Exemple : ``{"StoreSupplementaryCalculations":["OMA", "CurrentState"]}`` diff --git a/doc/fr/ref_algorithm_NonLinearLeastSquares.rst b/doc/fr/ref_algorithm_NonLinearLeastSquares.rst index 9b66b0e..8906cc5 100644 --- a/doc/fr/ref_algorithm_NonLinearLeastSquares.rst +++ b/doc/fr/ref_algorithm_NonLinearLeastSquares.rst @@ -163,8 +163,9 @@ Les options de l'algorithme sont les suivantes: calculs ou du stockage coûteux. La valeur par défaut est une liste vide, aucune de ces variables n'étant calculée et stockée par défaut. Les noms possibles sont dans la liste suivante : ["BMA", "CostFunctionJ", - "CurrentState", "OMA", "OMB", "Innovation", - "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"]. + "CostFunctionJb", "CostFunctionJo", "CurrentState", "OMA", "OMB", + "Innovation", "SimulatedObservationAtCurrentState", + "SimulatedObservationAtOptimum"]. Exemple : ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}`` diff --git a/doc/fr/ref_algorithm_ParticleSwarmOptimization.rst b/doc/fr/ref_algorithm_ParticleSwarmOptimization.rst index f19b577..48d5c58 100644 --- a/doc/fr/ref_algorithm_ParticleSwarmOptimization.rst +++ b/doc/fr/ref_algorithm_ParticleSwarmOptimization.rst @@ -168,9 +168,9 @@ Les options de l'algorithme sont les suivantes: calculs ou du stockage coûteux. La valeur par défaut est une liste vide, aucune de ces variables n'étant calculée et stockée par défaut. Les noms possibles sont dans la liste suivante : ["BMA", "CostFunctionJ", - "CurrentState", "OMA", "OMB", "Innovation", - "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState", - "SimulatedObservationAtOptimum"]. + "CostFunctionJb", "CostFunctionJo", "CurrentState", "OMA", "OMB", + "Innovation", "SimulatedObservationAtBackground", + "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"]. Exemple : ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}`` diff --git a/doc/fr/ref_algorithm_QuantileRegression.rst b/doc/fr/ref_algorithm_QuantileRegression.rst index 337f1bf..e069a44 100644 --- a/doc/fr/ref_algorithm_QuantileRegression.rst +++ b/doc/fr/ref_algorithm_QuantileRegression.rst @@ -121,9 +121,9 @@ Les options de l'algorithme sont les suivantes: calculs ou du stockage coûteux. La valeur par défaut est une liste vide, aucune de ces variables n'étant calculée et stockée par défaut. Les noms possibles sont dans la liste suivante : ["BMA", "CostFunctionJ", - "CurrentState", "OMA", "OMB", "Innovation", - "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState", - "SimulatedObservationAtOptimum"]. + "CostFunctionJb", "CostFunctionJo", "CurrentState", "OMA", "OMB", + "Innovation", "SimulatedObservationAtBackground", + "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"]. Exemple : ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}`` diff --git a/doc/fr/ref_algorithm_SamplingTest.rst b/doc/fr/ref_algorithm_SamplingTest.rst index f9774cf..efb2672 100644 --- a/doc/fr/ref_algorithm_SamplingTest.rst +++ b/doc/fr/ref_algorithm_SamplingTest.rst @@ -185,8 +185,9 @@ Les options de l'algorithme sont les suivantes: disponibles à la fin de l'algorithme. Cela implique potentiellement des calculs ou du stockage coûteux. La valeur par défaut est une liste vide, aucune de ces variables n'étant calculée et stockée par défaut. Les noms - possibles sont dans la liste suivante : ["CostFunctionJ", "CurrentState", - "InnovationAtCurrentState", "SimulatedObservationAtCurrentState"]. + possibles sont dans la liste suivante : ["CostFunctionJ", "CostFunctionJb", + "CostFunctionJo", "CurrentState", "InnovationAtCurrentState", + "SimulatedObservationAtCurrentState"]. Exemple : ``{"StoreSupplementaryCalculations":["CostFunctionJ", "SimulatedObservationAtCurrentState"]}`` diff --git a/doc/fr/ref_algorithm_UnscentedKalmanFilter.rst b/doc/fr/ref_algorithm_UnscentedKalmanFilter.rst index 23910f2..0fd9f57 100644 --- a/doc/fr/ref_algorithm_UnscentedKalmanFilter.rst +++ b/doc/fr/ref_algorithm_UnscentedKalmanFilter.rst @@ -139,8 +139,8 @@ Les options de l'algorithme sont les suivantes: aucune de ces variables n'étant calculée et stockée par défaut. Les noms possibles sont dans la liste suivante : ["APosterioriCorrelations", "APosterioriCovariance", "APosterioriStandardDeviations", - "APosterioriVariances", "BMA", "CostFunctionJ", "CurrentState", - "Innovation"]. + "APosterioriVariances", "BMA", "CostFunctionJ", "CostFunctionJb", + "CostFunctionJo", "CurrentState", "Innovation"]. Exemple : ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}`` diff --git a/src/daComposant/daAlgorithms/3DVAR.py b/src/daComposant/daAlgorithms/3DVAR.py index 70ea844..0ba0998 100644 --- a/src/daComposant/daAlgorithms/3DVAR.py +++ b/src/daComposant/daAlgorithms/3DVAR.py @@ -72,7 +72,7 @@ class ElementaryAlgorithm(BasicObjects.Algorithm): default = [], typecast = tuple, message = "Liste de calculs supplémentaires à stocker et/ou effectuer", - listval = ["APosterioriCorrelations", "APosterioriCovariance", "APosterioriStandardDeviations", "APosterioriVariances", "BMA", "OMA", "OMB", "CostFunctionJ", "CurrentState", "CurrentOptimum", "IndexOfOptimum", "Innovation", "InnovationAtCurrentState", "CostFunctionJAtCurrentOptimum", "SigmaObs2", "MahalanobisConsistency", "SimulationQuantiles", "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum", "SimulatedObservationAtCurrentOptimum"] + listval = ["APosterioriCorrelations", "APosterioriCovariance", "APosterioriStandardDeviations", "APosterioriVariances", "BMA", "OMA", "OMB", "CostFunctionJ", "CostFunctionJb", "CostFunctionJo", "CurrentState", "CurrentOptimum", "IndexOfOptimum", "Innovation", "InnovationAtCurrentState", "CostFunctionJAtCurrentOptimum", "SigmaObs2", "MahalanobisConsistency", "SimulationQuantiles", "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum", "SimulatedObservationAtCurrentOptimum"] ) self.defineRequiredParameter( name = "Quantiles", diff --git a/src/daComposant/daAlgorithms/4DVAR.py b/src/daComposant/daAlgorithms/4DVAR.py index 8caa38e..41d0ff8 100644 --- a/src/daComposant/daAlgorithms/4DVAR.py +++ b/src/daComposant/daAlgorithms/4DVAR.py @@ -86,7 +86,7 @@ class ElementaryAlgorithm(BasicObjects.Algorithm): default = [], typecast = tuple, message = "Liste de calculs supplémentaires à stocker et/ou effectuer", - listval = ["BMA", "CurrentState", "CostFunctionJ", "IndexOfOptimum", "CurrentOptimum", "CostFunctionJAtCurrentOptimum"] + listval = ["BMA", "CurrentState", "CostFunctionJ", "CostFunctionJb", "CostFunctionJo", "IndexOfOptimum", "CurrentOptimum", "CostFunctionJAtCurrentOptimum"] ) self.defineRequiredParameter( # Pas de type name = "Bounds", diff --git a/src/daComposant/daAlgorithms/Blue.py b/src/daComposant/daAlgorithms/Blue.py index 1a39ecb..8cd212c 100644 --- a/src/daComposant/daAlgorithms/Blue.py +++ b/src/daComposant/daAlgorithms/Blue.py @@ -39,7 +39,7 @@ class ElementaryAlgorithm(BasicObjects.Algorithm): default = [], typecast = tuple, message = "Liste de calculs supplémentaires à stocker et/ou effectuer", - listval = ["APosterioriCorrelations", "APosterioriCovariance", "APosterioriStandardDeviations", "APosterioriVariances", "BMA", "OMA", "OMB", "CurrentState", "CostFunctionJ", "Innovation", "SigmaBck2", "SigmaObs2", "MahalanobisConsistency", "SimulationQuantiles", "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"] + listval = ["APosterioriCorrelations", "APosterioriCovariance", "APosterioriStandardDeviations", "APosterioriVariances", "BMA", "OMA", "OMB", "CurrentState", "CostFunctionJ", "CostFunctionJb", "CostFunctionJo", "Innovation", "SigmaBck2", "SigmaObs2", "MahalanobisConsistency", "SimulationQuantiles", "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"] ) self.defineRequiredParameter( name = "Quantiles", diff --git a/src/daComposant/daAlgorithms/DerivativeFreeOptimization.py b/src/daComposant/daAlgorithms/DerivativeFreeOptimization.py index d66bff0..e927420 100644 --- a/src/daComposant/daAlgorithms/DerivativeFreeOptimization.py +++ b/src/daComposant/daAlgorithms/DerivativeFreeOptimization.py @@ -83,7 +83,7 @@ class ElementaryAlgorithm(BasicObjects.Algorithm): default = [], typecast = tuple, message = "Liste de calculs supplémentaires à stocker et/ou effectuer", - listval = ["CurrentState", "CostFunctionJ", "CostFunctionJAtCurrentOptimum", "CurrentOptimum", "IndexOfOptimum", "InnovationAtCurrentState", "BMA", "OMA", "OMB", "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentOptimum", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"] + listval = ["CurrentState", "CostFunctionJ", "CostFunctionJb", "CostFunctionJo", "CostFunctionJAtCurrentOptimum", "CurrentOptimum", "IndexOfOptimum", "InnovationAtCurrentState", "BMA", "OMA", "OMB", "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentOptimum", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"] ) def run(self, Xb=None, Y=None, U=None, HO=None, EM=None, CM=None, R=None, B=None, Q=None, Parameters=None): diff --git a/src/daComposant/daAlgorithms/ExtendedBlue.py b/src/daComposant/daAlgorithms/ExtendedBlue.py index 70fb69f..75a9b26 100644 --- a/src/daComposant/daAlgorithms/ExtendedBlue.py +++ b/src/daComposant/daAlgorithms/ExtendedBlue.py @@ -39,7 +39,7 @@ class ElementaryAlgorithm(BasicObjects.Algorithm): default = [], typecast = tuple, message = "Liste de calculs supplémentaires à stocker et/ou effectuer", - listval = ["APosterioriCorrelations", "APosterioriCovariance", "APosterioriStandardDeviations", "APosterioriVariances", "BMA", "OMA", "OMB", "CurrentState", "CostFunctionJ", "Innovation", "SigmaBck2", "SigmaObs2", "MahalanobisConsistency", "SimulationQuantiles", "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"] + listval = ["APosterioriCorrelations", "APosterioriCovariance", "APosterioriStandardDeviations", "APosterioriVariances", "BMA", "OMA", "OMB", "CurrentState", "CostFunctionJ", "CostFunctionJb", "CostFunctionJo", "Innovation", "SigmaBck2", "SigmaObs2", "MahalanobisConsistency", "SimulationQuantiles", "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"] ) self.defineRequiredParameter( name = "Quantiles", diff --git a/src/daComposant/daAlgorithms/ExtendedKalmanFilter.py b/src/daComposant/daAlgorithms/ExtendedKalmanFilter.py index 46dbc4b..94a1c2b 100644 --- a/src/daComposant/daAlgorithms/ExtendedKalmanFilter.py +++ b/src/daComposant/daAlgorithms/ExtendedKalmanFilter.py @@ -53,7 +53,7 @@ class ElementaryAlgorithm(BasicObjects.Algorithm): default = [], typecast = tuple, message = "Liste de calculs supplémentaires à stocker et/ou effectuer", - listval = ["APosterioriCorrelations", "APosterioriCovariance", "APosterioriStandardDeviations", "APosterioriVariances", "BMA", "CurrentState", "CostFunctionJ", "Innovation"] + listval = ["APosterioriCorrelations", "APosterioriCovariance", "APosterioriStandardDeviations", "APosterioriVariances", "BMA", "CurrentState", "CostFunctionJ", "CostFunctionJb", "CostFunctionJo", "Innovation"] ) self.defineRequiredParameter( # Pas de type name = "Bounds", diff --git a/src/daComposant/daAlgorithms/KalmanFilter.py b/src/daComposant/daAlgorithms/KalmanFilter.py index e2e4b07..0b0afa2 100644 --- a/src/daComposant/daAlgorithms/KalmanFilter.py +++ b/src/daComposant/daAlgorithms/KalmanFilter.py @@ -46,7 +46,7 @@ class ElementaryAlgorithm(BasicObjects.Algorithm): default = [], typecast = tuple, message = "Liste de calculs supplémentaires à stocker et/ou effectuer", - listval = ["APosterioriCorrelations", "APosterioriCovariance", "APosterioriStandardDeviations", "APosterioriVariances", "BMA", "CurrentState", "CostFunctionJ", "Innovation"] + listval = ["APosterioriCorrelations", "APosterioriCovariance", "APosterioriStandardDeviations", "APosterioriVariances", "BMA", "CurrentState", "CostFunctionJ", "CostFunctionJb", "CostFunctionJo", "Innovation"] ) def run(self, Xb=None, Y=None, U=None, HO=None, EM=None, CM=None, R=None, B=None, Q=None, Parameters=None): diff --git a/src/daComposant/daAlgorithms/LinearLeastSquares.py b/src/daComposant/daAlgorithms/LinearLeastSquares.py index 66b33a9..61aef8c 100644 --- a/src/daComposant/daAlgorithms/LinearLeastSquares.py +++ b/src/daComposant/daAlgorithms/LinearLeastSquares.py @@ -39,7 +39,7 @@ class ElementaryAlgorithm(BasicObjects.Algorithm): default = [], typecast = tuple, message = "Liste de calculs supplémentaires à stocker et/ou effectuer", - listval = ["OMA", "CurrentState", "CostFunctionJ", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"] + listval = ["OMA", "CurrentState", "CostFunctionJ", "CostFunctionJb", "CostFunctionJo", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"] ) def run(self, Xb=None, Y=None, U=None, HO=None, EM=None, CM=None, R=None, B=None, Q=None, Parameters=None): diff --git a/src/daComposant/daAlgorithms/NonLinearLeastSquares.py b/src/daComposant/daAlgorithms/NonLinearLeastSquares.py index 68fc422..d488fb3 100644 --- a/src/daComposant/daAlgorithms/NonLinearLeastSquares.py +++ b/src/daComposant/daAlgorithms/NonLinearLeastSquares.py @@ -72,7 +72,7 @@ class ElementaryAlgorithm(BasicObjects.Algorithm): default = [], typecast = tuple, message = "Liste de calculs supplémentaires à stocker et/ou effectuer", - listval = ["BMA", "OMA", "OMB", "CurrentState", "CostFunctionJ", "Innovation", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"] + listval = ["BMA", "OMA", "OMB", "CurrentState", "CostFunctionJ", "CostFunctionJb", "CostFunctionJo", "Innovation", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"] ) self.defineRequiredParameter( # Pas de type name = "Bounds", diff --git a/src/daComposant/daAlgorithms/ParticleSwarmOptimization.py b/src/daComposant/daAlgorithms/ParticleSwarmOptimization.py index 6b0d43b..dbec726 100644 --- a/src/daComposant/daAlgorithms/ParticleSwarmOptimization.py +++ b/src/daComposant/daAlgorithms/ParticleSwarmOptimization.py @@ -84,7 +84,7 @@ class ElementaryAlgorithm(BasicObjects.Algorithm): default = [], typecast = tuple, message = "Liste de calculs supplémentaires à stocker et/ou effectuer", - listval = ["BMA", "OMA", "OMB", "CurrentState", "CostFunctionJ", "Innovation", "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"] + listval = ["BMA", "OMA", "OMB", "CurrentState", "CostFunctionJ", "CostFunctionJb", "CostFunctionJo", "Innovation", "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"] ) self.defineRequiredParameter( # Pas de type name = "BoxBounds", diff --git a/src/daComposant/daAlgorithms/QuantileRegression.py b/src/daComposant/daAlgorithms/QuantileRegression.py index eeb7499..dbb58ad 100644 --- a/src/daComposant/daAlgorithms/QuantileRegression.py +++ b/src/daComposant/daAlgorithms/QuantileRegression.py @@ -67,7 +67,7 @@ class ElementaryAlgorithm(BasicObjects.Algorithm): default = [], typecast = tuple, message = "Liste de calculs supplémentaires à stocker et/ou effectuer", - listval = ["BMA", "OMA", "OMB", "CurrentState", "CostFunctionJ", "Innovation", "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"] + listval = ["BMA", "OMA", "OMB", "CurrentState", "CostFunctionJ", "CostFunctionJb", "CostFunctionJo", "Innovation", "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"] ) self.defineRequiredParameter( # Pas de type name = "Bounds", diff --git a/src/daComposant/daAlgorithms/SamplingTest.py b/src/daComposant/daAlgorithms/SamplingTest.py index 32ebf3f..6b986de 100644 --- a/src/daComposant/daAlgorithms/SamplingTest.py +++ b/src/daComposant/daAlgorithms/SamplingTest.py @@ -74,7 +74,7 @@ class ElementaryAlgorithm(BasicObjects.Algorithm): default = [], typecast = tuple, message = "Liste de calculs supplémentaires à stocker et/ou effectuer", - listval = ["CostFunctionJ","CurrentState","InnovationAtCurrentState","SimulatedObservationAtCurrentState"] + listval = ["CostFunctionJ", "CostFunctionJb", "CostFunctionJo","CurrentState","InnovationAtCurrentState","SimulatedObservationAtCurrentState"] ) self.defineRequiredParameter( name = "SetSeed", diff --git a/src/daComposant/daAlgorithms/TabuSearch.py b/src/daComposant/daAlgorithms/TabuSearch.py index 63e1d66..b7ff1c4 100644 --- a/src/daComposant/daAlgorithms/TabuSearch.py +++ b/src/daComposant/daAlgorithms/TabuSearch.py @@ -103,7 +103,7 @@ class ElementaryAlgorithm(BasicObjects.Algorithm): default = [], typecast = tuple, message = "Liste de calculs supplémentaires à stocker et/ou effectuer", - listval = ["BMA", "OMA", "OMB", "CurrentState", "CostFunctionJ", "Innovation", "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"] + listval = ["BMA", "OMA", "OMB", "CurrentState", "CostFunctionJ", "CostFunctionJb", "CostFunctionJo", "Innovation", "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"] ) self.defineRequiredParameter( # Pas de type name = "Bounds", diff --git a/src/daComposant/daAlgorithms/UnscentedKalmanFilter.py b/src/daComposant/daAlgorithms/UnscentedKalmanFilter.py index f117b89..8b59081 100644 --- a/src/daComposant/daAlgorithms/UnscentedKalmanFilter.py +++ b/src/daComposant/daAlgorithms/UnscentedKalmanFilter.py @@ -82,7 +82,7 @@ class ElementaryAlgorithm(BasicObjects.Algorithm): default = [], typecast = tuple, message = "Liste de calculs supplémentaires à stocker et/ou effectuer", - listval = ["APosterioriCorrelations", "APosterioriCovariance", "APosterioriStandardDeviations", "APosterioriVariances", "BMA", "CurrentState", "CostFunctionJ", "Innovation"] + listval = ["APosterioriCorrelations", "APosterioriCovariance", "APosterioriStandardDeviations", "APosterioriVariances", "BMA", "CurrentState", "CostFunctionJ", "CostFunctionJb", "CostFunctionJo", "Innovation"] ) self.defineRequiredParameter( # Pas de type name = "Bounds", -- 2.39.2