def check_dims(n_dim_state, n_dim_obs, kwargs):
kf = KalmanFilter(**kwargs)
(transition_matrices, transition_offsets, transition_covariance,
observation_matrices, observation_offsets, observation_covariance,
initial_state_mean, initial_state_covariance) = (
kf._initialize_parameters()
)
assert_true(transition_matrices.shape == (n_dim_state, n_dim_state))
assert_true(transition_offsets.shape == (n_dim_state,))
assert_true(transition_covariance.shape == (n_dim_state, n_dim_state))
assert_true(observation_matrices.shape == (n_dim_obs, n_dim_state))
assert_true(observation_offsets.shape == (n_dim_obs,))
assert_true(observation_covariance.shape == (n_dim_obs, n_dim_obs))
assert_true(initial_state_mean.shape == (n_dim_state,))
assert_true(
initial_state_covariance.shape == (n_dim_state, n_dim_state)
)
