Erroneous sqrt in demo notebook

[andrewwarrington]

Hi all,

In the lgssm_learning.ipynb demo here, I think there shouldn't be the sqrt around the variance bounds in plot_predictions:

plt.fill_between(
    jnp.arange(num_timesteps),
    spc * i + smoothed_emissions[:, i] - 2 * jnp.sqrt(smoothed_emissions_std[I]),
    spc * i + smoothed_emissions[:, i] + 2 * jnp.sqrt(smoothed_emissions_std[I]),
    color=ln.get_color(),
    alpha=0.25,
)

given that the variable name is ..._std and the return type in the model looks to be a standard deviation:

dynamax/dynamax/linear_gaussian_ssm/models.py

Line 262 in d88050c

return smoothed_emissions, smoothed_emissions_std

I think the error is also persistent in the HMC version here.

A

[murphyk]

Thanks. Fixed in 006e729