Remove tests referencing old code

Author: jessegrabowski

pymc_experimental/statespace/filters/kalman_filter.py

@@ -730,14 +730,14 @@ def _postprocess_scan_results(self, results, a0, P0, n) -> list[TensorVariable]:
             loglike_obs,
         ) = results
 
-        def square_sequnece(L):
+        def square_sequnece(L, k):
             X = pt.einsum("...ij,...kj->...ik", L, L.copy())
-            X = pt.specify_shape(X, (n, self.n_states, self.n_states))
+            X = pt.specify_shape(X, (n, k, k))
             return X
 
-        filtered_covariances = square_sequnece(filtered_covariances_cholesky)
-        predicted_covariances = square_sequnece(predicted_covariances_cholesky)
-        observed_covariances = square_sequnece(observed_covariances_cholesky)
+        filtered_covariances = square_sequnece(filtered_covariances_cholesky, k=self.n_states)
+        predicted_covariances = square_sequnece(predicted_covariances_cholesky, k=self.n_states)
+        observed_covariances = square_sequnece(observed_covariances_cholesky, k=self.n_endog)
 
         return [
             filtered_states,

tests/statespace/test_distributions.py

@@ -38,8 +38,6 @@
     "standard",
     "cholesky",
     "univariate",
-    "single",
-    "steady_state",
 ]
 
 

tests/statespace/test_statespace.py

@@ -234,12 +234,6 @@ def test_invalid_filter_name_raises():
         mod = make_statespace_mod(k_endog=1, k_states=5, k_posdef=1, filter_type="invalid_filter")
 
 
-def test_singleseriesfilter_raises_if_k_endog_gt_one():
-    msg = 'Cannot use filter_type = "single" with multiple observed time series'
-    with pytest.raises(ValueError, match=msg):
-        mod = make_statespace_mod(k_endog=10, k_states=5, k_posdef=1, filter_type="single")
-
-
 def test_unpack_before_insert_raises(rng):
     p, m, r, n = 2, 5, 1, 10
     data, *inputs = make_test_inputs(p, m, r, n, rng, missing_data=0)