margIS_update

Stochastic iterative ensemble smoother (IES, i.e. EnRML) with subspace implementation.

margIS_update

MargIES update from Stordal et.al. This is now implemented with perturbed observations, which means that we set a prior belief on the data uncertainty. Thus, the prior is an invers chi2 distriubtuinm and after scaling the mean varians is 1.

scale(data, scaling)

Scale the data perturbations by the data error standard deviation.

Args: data (np.ndarray): data perturbations scaling (np.ndarray): data error standard deviation

Returns: np.ndarray: scaled data perturbations