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Implement observation noise for the PN likelihood #299

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merged 17 commits into from
Feb 9, 2024

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@nathanaelbosch nathanaelbosch commented Feb 7, 2024

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.

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@nathanaelbosch nathanaelbosch marked this pull request as ready for review February 9, 2024 11:29
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codecov bot commented Feb 9, 2024

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 ⚠️
src/perform_step.jl 83.33% 1 Missing ⚠️
Additional details and impacted files
@@            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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@nathanaelbosch nathanaelbosch merged commit c430bb8 into main Feb 9, 2024
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@nathanaelbosch nathanaelbosch deleted the observation_noise branch February 9, 2024 15:50
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Add an API to specify non-zero observation noise
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