tests should now pass

Author: pavelkomarov

examples/4_performance_analysis.ipynb

@@ -199,7 +199,7 @@ def constant_velocity(x, dt, params=None, options=None, r=None, q=None, forwardb
         raise ValueError("`q` and `r` must be given.")
 
     warn("`constant_velocity` is deprecated. Call `rtsdiff` with order 1 instead.", DeprecationWarning)
-    return rtsdiff(x, dt, 1, q/r, forwardbackward)
+    return rtsdiff(x, dt, 1, np.log10(q/r), forwardbackward)
 
 
 def constant_acceleration(x, dt, params=None, options=None, r=None, q=None, forwardbackward=True):
@@ -230,7 +230,7 @@ def constant_acceleration(x, dt, params=None, options=None, r=None, q=None, forw
         raise ValueError("`q` and `r` must be given.")
 
     warn("`constant_acceleration` is deprecated. Call `rtsdiff` with order 2 instead.", DeprecationWarning)
-    return rtsdiff(x, dt, 2, q/r, forwardbackward)
+    return rtsdiff(x, dt, 2, np.log10(q/r), forwardbackward)
 
 
 def constant_jerk(x, dt, params=None, options=None, r=None, q=None, forwardbackward=True):
@@ -261,7 +261,7 @@ def constant_jerk(x, dt, params=None, options=None, r=None, q=None, forwardbackw
         raise ValueError("`q` and `r` must be given.")
 
     warn("`constant_jerk` is deprecated. Call `rtsdiff` with order 3 instead.", DeprecationWarning)
-    return rtsdiff(x, dt, 3, q/r, forwardbackward)
+    return rtsdiff(x, dt, 3, np.log10(q/r), forwardbackward)
 
 
 def robustdiff(x, dt, order, log_q, log_r, proc_huberM=6, meas_huberM=1.345):

pynumdiff/kalman_smooth/_kalman_smooth.py

@@ -50,7 +50,7 @@ def spline_irreg_step(*args, **kwargs): return splinediff(*args, **kwargs)
     (constant_velocity, {'r':1e-2, 'q':1e3}), (constant_velocity, [1e-2, 1e3]),
     (constant_acceleration, {'r':1e-3, 'q':1e4}), (constant_acceleration, [1e-3, 1e4]),
     (constant_jerk, {'r':1e-4, 'q':1e5}), (constant_jerk, [1e-4, 1e5]),
-    (rtsdiff, {'order':2, 'qr_ratio':1e7, 'forwardbackward':True}),
+    (rtsdiff, {'order':2, 'log_qr_ratio':7, 'forwardbackward':True}),
     #(robustdiff, {'order':3, 'qr_ratio':1e8}), # Add back later, once the design stabilizes
     (velocity, {'gamma':0.5}), (velocity, [0.5]),
     (acceleration, {'gamma':1}), (acceleration, [1]),