Resolve "Parallel analysis"
Implemented #29 (closed) in augmented_Kalman_filter_with_parallel_analysis. Previous version with sequential analysis is still available for checking purposes as the algorithm is slightly different.
Tests show that:
- Scientific results seem consistent between the two methods.
- Due to change of algorithm, parallel_analysis is in fact slower !: it adds N matrix inversions and N computations of Ab with N: number of realisations.
Edited by Loic Huder