Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

FixedLagSmoother use of xSmooth is inconsistent and breaks Saver #274

Open
rlabbe opened this issue Jul 8, 2022 · 0 comments
Open

FixedLagSmoother use of xSmooth is inconsistent and breaks Saver #274

rlabbe opened this issue Jul 8, 2022 · 0 comments
Assignees

Comments

@rlabbe
Copy link
Owner

rlabbe commented Jul 8, 2022

This could be a two part problem. But first, FixedLagSmoother stores the smoothed data in xSmooth. This is an unpythonic name. It also grows endlessly. As I add log likelihood and mahalanobis to this code this problem only deepens. I am not entirely sure on the interface I want, but in general I probably want to have a state/property that retrieves the smoothed (lagged) output and another for the most recent one. The lists should always be of length N.

If all that is done the saver will probably work fine. Right now you have to ignore xSmooth, and then the saver only has the unsmoothed data in x.

I note that the class currently contains x_s for the smoothed state, but it is never assigned to.

@rlabbe rlabbe self-assigned this Jul 8, 2022
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

1 participant