I got the original code from the author, Cameron Davidson-Pilon,
modified it for the minor changes I make for the book, and put it
in 538.json. The main gain is that somebody doesn't need bleeding
edge matplotlib installed to get the 538 look.
Several changes and clarifications. Added chart showing 2d distribution
of points for multivariate gaussian. Improved some discussions. Fixed
some typos.
Added more examples and cleaned up explanations on modifying R
and Q. In particular, the filter setting for R was not the same
as the simulated noise for no obvious reason. Also, names were
bad R instead of R_var, for example.
The animation script used in the KF chapter is general enough
to be used by the entire book, so I removed it from the notebook
and put it in gif_animate.py
Beginning of adding animations to the chapters. I wrote the
existing material not assuming animations, so it is quite
possible that I will want to revise the chapter to better
make use of this ability. For now I just animated two different
update/predict cycles.
Chapter was not adding ../code to the search path. Multivarite discusion about the ellipses
was a bit unclear about the relationship of the standard deviation.