v2.4.0

EnsembleKalmanProcesses v2.4.0

Diff since v2.3.1

Merged pull requests:

• New UTKI variant TransformUnscented (#469) (@odunbar)
• SVDplusD, for representing a covariance as a sum of SVD and Diagonal without building it (#473) (@odunbar)
• New compat for Optim >=1.12 (#479) (@odunbar)
• Metadata for ObservationSeries (#480) (@odunbar)
• Update Project.toml to v2.4.0 (#481) (@odunbar)

Closed issues:

• introduce UTKI, high-dimension scaling UKI (#466)
• UKI/UTKI currently do not have update-groups implemented (#467)
• UKI in 1 dimension breaks (#468)
• create SumOfCovariances type that allows obs_noise_cov matrix to be defined as e.g. (SVD + Diagonal + ...) (#474)
• Add hook to add some metedata somewhere (maybe in the observation) (#477)