pints
pints copied to clipboard
Kalman filter log-likelihood
Fixes #433
@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).
Codecov Report
Merging #713 into master will not change coverage. The diff coverage is
n/a
.
@@ 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 |
Continue to review full report at Codecov.
Legend - Click here to learn more
Δ = absolute <relative> (impact)
,ø = not affected
,? = missing data
Powered by Codecov. Last update 82471f9...d8ac869. Read the comment docs.
Fixed the git
mess I made here. Please delete local copy and re-check out before continuing work on this
@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...