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R is set from the calibration residual (PSMmse) with no lower bound, so a record whose PSM fits almost perfectly gets an R near zero, which can make the Kalman gain blow up. R_floor sets a fixed minimum and R_floor_frac a minimum relative to each record's own variance, which does not depend on the record's units. Both default to 0, so the default behavior is unchanged. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01TsdL1gpFWoD4LYexEPr6LD
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Closes #18.
Adds two optional floors on the observation error variance R that
calib_psms()assigns from calibration (PSMmse):R_floor: a fixed minimum.R_floor_frac: a minimum relative to each record's own variance. For example, 0.01 caps the signal-to-noise ratio at 10, whatever the record's units.Where both are set, the larger applies. Both default to 0, so the default behavior is unchanged, and they're stored in
job.configsaspsm_R_floorandpsm_R_floor_frac. Withverbose=True, it reports how many records were raised to the floor.In Presto we use
R_floor=0.01withR_floor_frac=0.01, which raises R for 163 of the Presto2k records.Tests. Three new tests: a fixed floor, a relative floor, and no floor by default. The full suite passes (220 tests).
Note. This and the expected-sign PR both add an argument to
calib_psms(), so whichever is merged second will need a small conflict resolved in the signature and docstring.🤖 Generated with Claude Code
https://claude.ai/code/session_01TsdL1gpFWoD4LYexEPr6LD