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Remove dead code from kalman_filter.py #393

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Merged
merged 5 commits into from
Nov 27, 2024
Merged

Remove dead code from kalman_filter.py #393

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ca9b8b6
Remove `SteadyStateFilder`
jessegrabowski Nov 21, 2024
aedd3a7
Remove `SteadyState` Filter
jessegrabowski Nov 21, 2024
c3bc365
Use square root filter equations in `SquareRootFilter`
jessegrabowski Nov 22, 2024
08995be
Remove `SingleTimeSeriesFilter`
jessegrabowski Nov 22, 2024
513a9d0
Remove tests referencing old code
jessegrabowski Nov 23, 2024
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8 changes: 2 additions & 6 deletions pymc_experimental/statespace/core/statespace.py
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Original file line number Diff line number Diff line change
Expand Up @@ -18,11 +18,9 @@

from pymc_experimental.statespace.core.representation import PytensorRepresentation
from pymc_experimental.statespace.filters import (
CholeskyFilter,
KalmanSmoother,
SingleTimeseriesFilter,
SquareRootFilter,
StandardFilter,
SteadyStateFilter,
UnivariateFilter,
)
from pymc_experimental.statespace.filters.distributions import (
Expand Down Expand Up @@ -53,9 +51,7 @@
FILTER_FACTORY = {
"standard": StandardFilter,
"univariate": UnivariateFilter,
"steady_state": SteadyStateFilter,
"single": SingleTimeseriesFilter,
"cholesky": CholeskyFilter,
"cholesky": SquareRootFilter,
}


Expand Down
8 changes: 2 additions & 6 deletions pymc_experimental/statespace/filters/__init__.py
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Original file line number Diff line number Diff line change
@@ -1,19 +1,15 @@
from pymc_experimental.statespace.filters.distributions import LinearGaussianStateSpace
from pymc_experimental.statespace.filters.kalman_filter import (
CholeskyFilter,
SingleTimeseriesFilter,
SquareRootFilter,
StandardFilter,
SteadyStateFilter,
UnivariateFilter,
)
from pymc_experimental.statespace.filters.kalman_smoother import KalmanSmoother

__all__ = [
"StandardFilter",
"UnivariateFilter",
"SteadyStateFilter",
"KalmanSmoother",
"SingleTimeseriesFilter",
"CholeskyFilter",
"SquareRootFilter",
"LinearGaussianStateSpace",
]
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