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support for missing data#140

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dimkab wants to merge 10 commits intomainfrom
db-missingness
Open

support for missing data#140
dimkab wants to merge 10 commits intomainfrom
db-missingness

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@dimkab dimkab commented Mar 16, 2026

A partial support for missing data is provided for :class:DiscreteTimeSimulator in the case that obs_values has entire rows of nans. Since DiscreteTimeStateEvolution always has t_now and t_next, we can just remove the missing rows from obs_values and the corresponding times from obs_times before proceeding with the likelihood computation - which will be carried out only on observed times without losing any information.

Partially observed case will be implemented in #149.

Cf. #138

@dimkab dimkab marked this pull request as draft March 16, 2026 22:26
@dimkab dimkab self-assigned this Mar 18, 2026
@dimkab dimkab marked this pull request as ready for review March 18, 2026 20:11
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