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nathanaelbosch / ProbNumDiffEq.jl

Probabilistic Numerical Differential Equation solvers via Bayesian filtering and smoothing
MIT License
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Implement observation noise for the PN likelihood #299

Closed nathanaelbosch closed 7 months ago

nathanaelbosch commented 7 months ago

This PR implements the option to specify an observation noise for the PN likelihood. Fixes #298.

Biggest actual change: The measurement covariance S is now an actual matrix, not a PSDMatrix anymore. Apparently that's good enough for our case anyways.

codecov[bot] commented 7 months ago

Codecov Report

Attention: 2 lines in your changes are missing coverage. Please review.

Comparison is base (f5d7a64) 92.98% compared to head (258ee8c) 93.01%. Report is 1 commits behind head on main.

Files Patch % Lines
src/algorithms.jl 90.90% 1 Missing :warning:
src/perform_step.jl 83.33% 1 Missing :warning:
Additional details and impacted files ```diff @@ Coverage Diff @@ ## main #299 +/- ## ========================================== + Coverage 92.98% 93.01% +0.03% ========================================== Files 40 40 Lines 1810 1819 +9 ========================================== + Hits 1683 1692 +9 Misses 127 127 ```

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