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Alignment of obs/dyn time steps and refactored forward simulation #55
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Besides some minor comments, I like what I see.
yebai
requested changes
Sep 2, 2024
Closed
All suggested changes made. Since this is a breaking change to the interface, I've bumped the minor version. Will merge now. |
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Changes:
I have a fear that these new type parameters, although useful, might be a bit over-engineered and lead to sticky edge-cases. Very happy to revert those changes if others think that is best.
TODO:
distribution(dyn::LatentDynamics, step::Integer, prev_state, extra)
->distribution(dyn::LatentDynamics{T}, step::Integer, prev_state:T, extra)
. This could potentially lead to method ambiguity errors if the user misses out these types in their own definition (their dynamics will be more specific, but the documentation's state will be more specific).x0
or allowing anextra
to be passed to initialisation. This is because doing so would requiredxs
/extras
to have a zero index. This could be handled by offset arrays but that feels like a big dependency.Kalman.jl
handles this by using a vector of pairst => x
but that feels clunky. I question how much the initial state/extra
for initial are actually needed.