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improve PF loglik estimate #135

Merged
merged 1 commit into from
Feb 8, 2024
Merged

improve PF loglik estimate #135

merged 1 commit into from
Feb 8, 2024

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baggepinnen
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This makes the standard PF match the Kalman filter. I cannot quite explain why the normalization with N is not required, but the results indicate this is correct

closes #134

This makes the standard PF match the Kalman filter. I cannot quite explain why the normalization with `N` is not required, but the results indicate this is correct

closes #134
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codecov bot commented Feb 8, 2024

Codecov Report

All modified and coverable lines are covered by tests ✅

Comparison is base (f996016) 87.24% compared to head (380639f) 87.24%.

Additional details and impacted files
@@           Coverage Diff           @@
##           master     #135   +/-   ##
=======================================
  Coverage   87.24%   87.24%           
=======================================
  Files          15       15           
  Lines        1176     1176           
=======================================
  Hits         1026     1026           
  Misses        150      150           
Flag Coverage Δ
unittests 87.24% <100.00%> (ø)

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@baggepinnen baggepinnen merged commit 2c15a8a into master Feb 8, 2024
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@baggepinnen baggepinnen deleted the pfloglik branch February 8, 2024 14:39
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loglik bug for ParticleFilter with resampling
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