Correctly mask obs_intercept and obs_cov when data is missing#682
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ricardoV94
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May 11, 2026
Dekermanjian
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jessegrabowski
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Currently we don't mask
obs_intercept(d) when data are missing. We don't have any models with obs_intercept, but if a user made one, her log likelihood would be wrong because the observed value would be set to-dinstead of0.Also fixes an issue with the masking of the observation covariance (
H). We hadW @ H, so only the rows were masked. If a user made a model with dense observation covariance, this would render the matrix non-symmetrix. The correct masking isW @ H @ W.mT