Made a kalman_filter method similar to kalman_smooth.#235
Made a kalman_filter method similar to kalman_smooth.#235murphyk wants to merge 5 commits intoQuantEcon:masterfrom probml:master
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Added kalman_sample to generate from model. Added example of 2d Kalman filtering and smoothing.
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Thank you for your contribution! Before we merge pull requests that add new library code, we ask that contributors write simple tests to ensure that their code functions as expected. Would you be willing to do that? I see that you provided an example (thank you!). Perhaps the example code could be re-used for the tests. |
Renamed kalman_smoother to the original name smooth to avoid breaking existing code.
to see if it passes
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I have added some extra tests to test_kalman.jl. They pass locally on my laptop but Travis complains, I don't know why. (I am new to Julia and open source development...) I have temporarily commented out the new tests. Note that the call to |
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Hey @murphyk from what I can tell the error on Travis has to do with a no method error when trying to call a Does that sound familiar to you? |
Added kalman_sample to generate from model.
Added example of 2d Kalman filtering and smoothing.