TuringLang / GeneralisedFilters.jl

Filtering and smoothing algorithms for state space models with analytic (or approximately/partially analytic) solutions
MIT License
0 stars 0 forks source link

Remove `N` argument from batch parameter generation #18

Open THargreaves opened 2 days ago

THargreaves commented 2 days ago

The batch_calc_X interface currently expects an N parameter but this is clunky when being used for batches of linear Gaussian models with different matrices.

This could be made into a kwarg?

THargreaves commented 2 days ago

Actually, prev_outer/new_outer already contains this information so we can use that.