Added diag method for estimation of K_ii

94928d0d · simon · 5469261b · 94928d0d
Commit 94928d0d authored Jun 03, 2020 by simon
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src/smoothing.jl src/smoothing.jl +7 -0

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--- a/src/smoothing.jl
+++ b/src/smoothing.jl
@@ -220,6 +220,12 @@ function Base.:*(p::Partition,y :: Vector)
    p*reshape(y,:,1) |> vec
 end

+function LinearAlgebra.:diag(p::Partition)
+    w = 1 ./ p.sizep
+    w[p.part]
+end
+
+
 function average(p::Partition,y :: Real)
    repeat([y],p.nparts)
 end
@@ -290,3 +296,4 @@ end
 function sum(p::Partition,y :: Vector)
    sum(p,reshape(y,:,1)) |> vec
 end
+