Update test to SSMProblems interface

test/linear-gaussian.jl

@@ -66,26 +66,36 @@ end
  p0::Float64
  end
 
- mutable struct LinearGaussianModel <: AdvancedPS.AbstractStateSpaceModel
+ mutable struct LinearGaussianModel <: SSMProblems.AbstractStateSpaceModel
  X::Vector{Float64}
+ observations::Vector{Float64}
  θ::LinearGaussianParams
- LinearGaussianModel(params::LinearGaussianParams) = new(Vector{Float64}(), params)
+ function LinearGaussianModel(y::Vector{Float64}, θ::LinearGaussianParams)
+ return new(Vector{Float64}(), y, θ)
+ end
  end
 
- function AdvancedPS.initialization(model::LinearGaussianModel)
- return Normal(model.θ.x0, model.θ.p0)
+ function SSMProblems.transition!!(rng::AbstractRNG, model::LinearGaussianModel)
+ return rand(rng, Normal(model.θ.x0, model.θ.p0))
  end
- function AdvancedPS.transition(model::LinearGaussianModel, state, step)
- return Normal(model.θ.a * state + model.θ.b, model.θ.q)
+ function SSMProblems.transition!!(
+ rng::AbstractRNG, model::LinearGaussianModel, state, step
+ )
+ return rand(rng, Normal(model.θ.a * state + model.θ.b, model.θ.q))
  end
- function AdvancedPS.observation(model::LinearGaussianModel, state, step)
- return logpdf(Normal(model.θ.h * state, model.θ.r), ys[step])
+ function SSMProblems.transition_logdensity(
+ model::LinearGaussianModel, prev_state, current_state, step
+ )
+ return logpdf(Normal(model.θ.a * prev_state + model.θ.b, model.θ.q), current_state)
+ end
+ function SSMProblems.emission_logdensity(model::LinearGaussianModel, state, step)
+ return logpdf(Normal(model.θ.h * state, model.θ.r), model.observations[step])
  end
 
  AdvancedPS.isdone(::LinearGaussianModel, step) = step > T
 
  params = LinearGaussianParams(a, b, q, H, R, x0, P0)
- model = LinearGaussianModel(params)
+ model = LinearGaussianModel(ys, params)
 
  @testset "PGAS" begin
  pgas = AdvancedPS.PGAS(N_PARTICLES)