`EnsembleInversion.EnsembleInversion`

— Module`EnsembleInversion.jl`

exports `EKI`

function, for further help type `?EKI`

in the REPL.

`EnsembleInversion.EKI`

— Method`EKI(G::Function, x_ensemble::Matrix{T}, y_target=zero(T), alpha=T(1e-8)*I)`

solve model `y = G(x)`

according to:

```
`G` : model that takes a Vector `x` of dimension `D` and gives a predicted observation Vector `y` of size `K`
`x_ensemble` : Matrix of size D-by-N, initial population of candidate solutions
`y_target` : Vector of size K, representing the target model observation
`alpha` : Covariance matrix of size K-by-K acting as a regularization
```

returns a new `x_ensemble`

matrix with lower prediction error.