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tornado/iwp.py

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -121,7 +121,7 @@ def non_preconditioned_discretize(self, dt):
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return (state_trans_mat, proc_noise_cov_cholesky)
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def make_projmat(self, derivative_to_project_onto):
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def make_projection_matrix(self, derivative_to_project_onto):
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"""Creates a projection matrix kron(I_d, e_p)"""
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d, q = self.num_derivatives, self.wiener_process_dimension
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I_d = jnp.eye(d)

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