Add likelihood and log-likelihood to all classes

rlabbe / filterpy

Python Kalman filtering and optimal estimation library. Implements Kalman filter, particle filter, Extended Kalman filter, Unscented Kalman filter, g-h (alpha-beta), least squares, H Infinity, smoothers, and more. Has companion book 'Kalman and Bayesian Filters in Python'.

MIT License

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Add likelihood and log-likelihood to all classes #19

Open rlabbe opened 9 years ago

rlabbe commented 9 years ago

Right now it is implemented just for the linear KF.

rlabbe commented 6 years ago

This has been done for most of the classes; some I'm puzzled by:

ensemble HInfinity square root