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Added test for linalg::solve. Fix bug in fitter (wrong argument order)

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Anders Olsson
2022-04-28 10:23:37 +02:00
parent 7a3ff508cd
commit 347af1c908
2 changed files with 32 additions and 8 deletions
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14
src/fitter/recursive.rs
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@@ -264,9 +264,10 @@ impl<K: Kernel> Fitter for Recursive<K> {
};
// RTS update using the right neighbor.
let a = self.kernel.transition(ts[i], self.ts[(j + 1) as usize]);
let a = a.dot(&p);
let b = self.p_p[(j + 1) as usize].clone();
let a = self.p_p[(j + 1) as usize].clone();
let b = self.kernel.transition(ts[i], self.ts[(j + 1) as usize]);
let b = b.dot(&p);
let g = crate::linalg::solve(a, b);
let g = g.t();
@@ -327,7 +328,6 @@ mod tests {
extern crate blas_src;
use approx::assert_relative_eq;
use rand::{distributions::Standard, thread_rng, Rng};
use crate::kernel::Matern32;
@@ -463,7 +463,7 @@ mod tests {
fitter.fit();
// Estimation
eprintln!("{:#?}", fitter.ms);
// eprintln!("{:#?}", fitter.ms);
assert_relative_eq!(
Array1::from(fitter.ms.clone()),
@@ -479,8 +479,8 @@ mod tests {
// Prediction.
let (ms, vs) = fitter.predict(data_ts_pred());
assert_relative_eq!(Array1::from(ms), data_mean_pred(), max_relative = 0.0000001);
assert_relative_eq!(Array1::from(vs), data_var_pred(), max_relative = 0.0000001);
assert_relative_eq!(Array1::from(ms), data_mean_pred(), max_relative = 0.000001);
assert_relative_eq!(Array1::from(vs), data_var_pred(), max_relative = 0.000001);
/*
# Log-likelihood.