Fix plotdiagnostics(kf)

Author: guilhermebodin

Project.toml

@@ -1,7 +1,7 @@
 name = "StateSpaceModels"
 uuid = "99342f36-827c-5390-97c9-d7f9ee765c78"
 authors = ["raphaelsaavedra <[email protected]>, guilhermebodin <[email protected]>, mariohsouto"]
-version = "0.6.3"
+version = "0.6.4"
 
 [deps]
 Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"

src/kalman_filter_and_smoother.jl

@@ -85,7 +85,7 @@ function get_standard_innovations(fo::FilterOutput)
     v = get_innovations(fo)
     F = get_innovations_variance(fo)
     @assert size(v, 2) == 1 # Must be univariate
-    return v[:, 1] ./ sqrt.(F[1, 1, :])
+    return v[:, 1] ./ sqrt.(F[:, 1, 1])
 end
 
 function vector_of_vector_to_matrix(vov::Vector{Vector{T}}) where T

src/visualization/diagnostics.jl

@@ -1,6 +1,7 @@
 @userplot PlotDiagnostics
 @recipe function f(diagnostics::PlotDiagnostics)
-    standard_residuals = get_standard_residuals(diagnostics.args)
+    @assert typeof(diagnostics.args[1]) <: FilterOutput
+    standard_residuals = get_standard_residuals(diagnostics.args[1])
     @assert size(standard_residuals, 2) == 1
     n = length(standard_residuals)
     layout := (2, 2)