Open THargreaves opened 2 days ago
The batch filters return a vector of likelihoods. This is not compatible with the current filter function. I redefined the filter function for the batch Kalman unit test. This could be generalised to a special filter method for batched filters.
filter
The batch filters return a vector of likelihoods. This is not compatible with the current
filterfunction. I redefined thefilterfunction for the batch Kalman unit test. This could be generalised to a specialfiltermethod for batched filters.