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Likelihood type for batch filters #19

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THargreaves opened this issue Oct 24, 2024 · 0 comments
Open

Likelihood type for batch filters #19

THargreaves opened this issue Oct 24, 2024 · 0 comments

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@THargreaves
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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.
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@THargreaves