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Shape convention check #17

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microprediction opened this issue Aug 3, 2021 · 3 comments
Closed

Shape convention check #17

microprediction opened this issue Aug 3, 2021 · 3 comments
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@microprediction
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Hello Otto.
In line 200 of kalmanfilter the following dimension check is made, along with others:
n_states = state_transition.shape[0]
Should this be
n_states = state_transition.shape[-2]
to support the use of multiple transition matrices, or is that not supported?
Peter
@microprediction
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You know what, never mind I should be able to answer this along the lines of
update

@microprediction
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See PR

@oseiskar
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Was actually fixed by #18 (but forgot to tag this issue in the squash-merged commit)

@oseiskar oseiskar added the bug label Aug 15, 2021
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@oseiskar @microprediction