def test_map_params_to_p_zero_chol_to_notchol_1_mat_restricted(self):
self.params_type = 'short'
self.cholesky_of_P_zero = True
self.square_root_filters = False
exp = np.zeros_like(self.initial)
exp[:] = np.dot(self.fill_one.T, self.fill_one)
pp._map_params_to_P_zero(self.params, self.params_type, self.initial,
self.slice_1mat, self.filler_1mat,
self.boo_1mat, self.cholesky_of_P_zero,
self.square_root_filters)
aae(self.initial, exp)
def test_map_params_to_p_zero_chol_to_notchol_1_mat_restricted(self):
self.params_type = 'short'
self.cholesky_of_P_zero = True
self.square_root_filters = False
exp = np.zeros_like(self.initial)
exp[:] = np.dot(self.fill_one.T, self.fill_one)
pp._map_params_to_P_zero(self.params, self.params_type, self.initial,
self.slice_1mat, self.filler_1mat,
self.boo_1mat, self.cholesky_of_P_zero,
self.square_root_filters)
aae(self.initial, exp)
def test_map_params_to_p_zero_notchol_to_chol_1_mat_restricted(self):
self.params_type = 'long'
self.cholesky_of_P_zero = False
self.square_root_filters = False
exp = np.zeros_like(self.initial)
exp[:] = self.fill_one + \
(self.fill_one - np.diag(np.diagonal(self.fill_one))).T
pp._map_params_to_P_zero(self.params, self.params_type, self.initial,
self.slice_1mat, self.filler_1mat,
self.boo_1mat, self.cholesky_of_P_zero,
self.square_root_filters)
aae(self.initial, exp)
def test_map_params_to_p_zero_notchol_to_chol_1_mat_restricted(self):
self.params_type = 'long'
self.cholesky_of_P_zero = False
self.square_root_filters = False
exp = np.zeros_like(self.initial)
exp[:] = self.fill_one + \
(self.fill_one - np.diag(np.diagonal(self.fill_one))).T
pp._map_params_to_P_zero(self.params, self.params_type, self.initial,
self.slice_1mat, self.filler_1mat,
self.boo_1mat, self.cholesky_of_P_zero,
self.square_root_filters)
aae(self.initial, exp)
def test_map_params_to_p_zero_chol_to_chol_2_mat(self):
self.params_type = 'short'
self.cholesky_of_P_zero = True
self.square_root_filters = True
exp = np.zeros_like(self.sqrt_initial)
exp[:, 0, 1:, 1:] = self.fill_one
exp[:, 1, 1:, 1:] = self.fill_two
pp._map_params_to_P_zero(
self.params, self.params_type, self.sqrt_initial, self.slice_2mat,
self.filler_2mat, self.boo_2mat, self.cholesky_of_P_zero,
self.square_root_filters)
aae(self.sqrt_initial, exp)
def test_map_params_to_p_zero_chol_to_chol_2_mat(self):
self.params_type = 'short'
self.cholesky_of_P_zero = True
self.square_root_filters = True
exp = np.zeros_like(self.sqrt_initial)
exp[:, 0, 1:, 1:] = self.fill_one
exp[:, 1, 1:, 1:] = self.fill_two
pp._map_params_to_P_zero(self.params, self.params_type,
self.sqrt_initial, self.slice_2mat,
self.filler_2mat, self.boo_2mat,
self.cholesky_of_P_zero,
self.square_root_filters)
aae(self.sqrt_initial, exp)
def test_map_params_to_p_zero_not_chol_to_not_chol_2_mat(self):
self.params_type = 'long'
self.cholesky_of_P_zero = False
self.square_root_filters = False
exp = np.zeros_like(self.initial)
exp[:, 0] = self.fill_one + \
(self.fill_one - np.diag(np.diagonal(self.fill_one))).T
exp[:, 1] = self.fill_two + \
(self.fill_two - np.diag(np.diagonal(self.fill_two))).T
pp._map_params_to_P_zero(self.params, self.params_type, self.initial,
self.slice_2mat, self.filler_2mat,
self.boo_2mat, self.cholesky_of_P_zero,
self.square_root_filters)
aae(self.initial, exp)
def test_map_params_to_p_zero_not_chol_to_not_chol_2_mat(self):
self.params_type = 'long'
self.cholesky_of_P_zero = False
self.square_root_filters = False
exp = np.zeros_like(self.initial)
exp[:, 0] = self.fill_one + \
(self.fill_one - np.diag(np.diagonal(self.fill_one))).T
exp[:, 1] = self.fill_two + \
(self.fill_two - np.diag(np.diagonal(self.fill_two))).T
pp._map_params_to_P_zero(self.params, self.params_type, self.initial,
self.slice_2mat, self.filler_2mat,
self.boo_2mat, self.cholesky_of_P_zero,
self.square_root_filters)
aae(self.initial, exp)