def _filter_diag(self): self._normalizer, self.filtered_mus, self.filtered_sigmas = \ kalman_filter_diagonal( self.mu_init, self.sigma_init, self.A, self.sigma_states, self.C, self.d, self.sigma_obs, self.data)
def _ll(self): if self._normalizer is None: self._normalizer, _, _ = kalman_filter_diagonal( self.mu_init, self.sigma_init, self.A, self.sigma_states, self.C, self.d, self.sigma_obs, self.data) return self._normalizer