Set the inside value of nonfixed samples to the prior

Author: hyanwong

tsdate/core.py

@@ -647,6 +647,14 @@ def inside_pass(self, *, normalize=True, cache_inside=False, progress=None):
         inside = self.priors.clone_with_new_data(  # store inside matrix values
             grid_data=np.nan, fixed_data=self.lik.identity_constant
         )
+        # It is possible that a simple node is non-fixed, in which case we want to
+        # provide an inside array that reflects the prior distribution
+        nonfixed_samples = np.intersect1d(
+            self.priors.nonfixed_node_ids(), self.ts.samples()
+        )
+        for u in nonfixed_samples:
+            inside[u][:] = self.priors[u]
+
         if cache_inside:
             g_i = np.full(
                 (self.ts.num_edges, self.lik.grid_size), self.lik.identity_constant