diff --git a/test/linear-gaussian.jl b/test/linear-gaussian.jl index c200efb..e5c5d01 100644 --- a/test/linear-gaussian.jl +++ b/test/linear-gaussian.jl @@ -19,9 +19,7 @@ function test_algorithm(rng, algorithm, model, N_SAMPLES, Xf) particles = hcat([chain.trajectory.model.X for chain in chains]...) final_particles = particles[:, end] - test = ExactOneSampleKSTest( - final_particles, Normal(Xf.x[end].μ[1], sqrt(Xf.x[end].Σ[1, 1])) - ) + test = ExactOneSampleKSTest(final_particles, Normal(Xf.x[end].μ, sqrt(Xf.x[end].Σ))) return pvalue(test) end @@ -30,18 +28,18 @@ end N_PARTICLES = 20 N_SAMPLES = 50 - # Model dynamics (in matrix form, despite being one-dimensional, to work with Kalman.jl) - Φ = [0.5;;] - b = [0.2] - Q = [0.1;;] - E = LinearEvolution(Φ, Gaussian(b, Q)) + # Model dynamics + a = 0.5 + b = 0.2 + q = 0.1 + E = LinearEvolution(a, Gaussian(b, q)) - H = [1.0;;] - R = [0.1;;] + H = 1.0 + R = 0.1 Obs = LinearObservationModel(H, R) - x0 = [0.0] - P0 = [1.0;;] + x0 = 0.0 + P0 = 1.0 G0 = Gaussian(x0, P0) M = LinearStateSpaceModel(E, Obs) @@ -86,7 +84,7 @@ end AdvancedPS.isdone(::LinearGaussianModel, step) = step > T - params = LinearGaussianParams(Φ[1, 1], b[1], Q[1, 1], H[1, 1], R[1, 1], x0[1], P0[1, 1]) + params = LinearGaussianParams(a, b, q, H, R, x0, P0) model = LinearGaussianModel(params) @testset "PGAS" begin