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Allow for noisy observations in LSS class #167

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merged 7 commits into from
Jul 14, 2017

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vgregory757
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Added the H matrix like here.

It's optional with default argument 0, so it shouldn't change any existing code.

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Codecov Report

Merging #167 into master will increase coverage by 0.02%.
The diff coverage is 100%.

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@@            Coverage Diff             @@
##           master     #167      +/-   ##
==========================================
+ Coverage   90.29%   90.31%   +0.02%     
==========================================
  Files          23       23              
  Lines        1442     1446       +4     
==========================================
+ Hits         1302     1306       +4     
  Misses        140      140
Impacted Files Coverage Δ
src/lss.jl 100% <100%> (ø) ⬆️

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@jstac
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jstac commented Jul 14, 2017

@vgregory757 Thanks! It's great to have this functionality and the code looks good.

@sglyon sglyon self-requested a review July 14, 2017 18:57
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@sglyon sglyon left a comment

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Looks great, thanks!

@sglyon sglyon merged commit 10c618f into QuantEcon:master Jul 14, 2017
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4 participants