Hacky fix for approx periodic #122
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Okay. Looks CI is passing as much here as on other branches, so I'm going to merge this. |
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Implements approx periodic kernel via
to_sde. I think this will effectively just swap out one set of problems for another (sum relies onlgssm_components, whileproductrelies onto_sde). Basicallyto_sdeassumes that the spectral density matrixQcan be described by a single parameterq. This is true a lot of the time, but it prevents us from combining SDEs with multi-dimensional noise, which is what we get for sums / products of kernels. I can't quite remember why I made this design choice when I first wrote this package, but it either needs to be revisited, or I need to figure out how to implement products of kernels in terms oflgssm_components.