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Kalman filter log-likelihood

Open MichaelClerx opened this issue 6 years ago • 4 comments

Fixes #433

MichaelClerx avatar Feb 15 '19 11:02 MichaelClerx

@martinjrobins Interesting to compare this to AR1 model as think they're the same although estimation approach is different (you use the Kalman filter to compute the log-likelihood, I use another approach).

ben18785 avatar Feb 15 '19 14:02 ben18785

Codecov Report

Merging #713 into master will not change coverage. The diff coverage is n/a.

Impacted file tree graph

@@           Coverage Diff           @@
##           master   #713     +/-   ##
=======================================
  Coverage     100%   100%             
=======================================
  Files          68     52     -16     
  Lines        7230   5022   -2208     
=======================================
- Hits         7230   5022   -2208
Impacted Files Coverage Δ
pints/toy/_repressilator_model.py 100% <0%> (ø) :arrow_up:
pints/_mcmc/_population.py 100% <0%> (ø) :arrow_up:
pints/toy/_sir_model.py 100% <0%> (ø) :arrow_up:
pints/_core.py 100% <0%> (ø) :arrow_up:
pints/_optimisers/_xnes.py 100% <0%> (ø) :arrow_up:
pints/_mcmc/_mala.py 100% <0%> (ø) :arrow_up:
pints/_evaluation.py 100% <0%> (ø) :arrow_up:
pints/_mcmc/__init__.py 100% <0%> (ø) :arrow_up:
pints/toy/_goodwin_oscillator_model.py 100% <0%> (ø) :arrow_up:
pints/toy/_cone.py 100% <0%> (ø) :arrow_up:
... and 58 more

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codecov[bot] avatar Apr 17 '19 12:04 codecov[bot]

Fixed the git mess I made here. Please delete local copy and re-check out before continuing work on this

MichaelClerx avatar Apr 17 '19 12:04 MichaelClerx

@martinjrobins this is an oldie but a goodie. Think we might as well try and include it, so long as we have some tests written...

ben18785 avatar Mar 20 '20 22:03 ben18785