filter free plotting attempt - #302
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Pull request overview
This PR adds a “filter-free plotting” pathway to plot_model_estimates / plot_model_estimates! by allowing callers to provide a pre-specified (latent) shock path and optionally visualize an observation uncertainty band (±σ) around the data.
Changes:
- Adds
filter_free_data_with_modelplus supporting helpers insrc/get_functions.jlto forward-simulate model paths from a provided shock matrix (and align optional measurement-error standard deviations to the informative sample). - Extends
plot_model_estimates/plot_model_estimates!(StatsPlots extension) to acceptfilter_free_shocks,measurement_error_std, andinitial_state, including plotting a transparent ribbon for[+σ,-σ]on observed series. - Adds a new
TEST_SETbranch forfilter_free_plottingintest/runtests.jl.
Reviewed changes
Copilot reviewed 4 out of 4 changed files in this pull request and generated 2 comments.
| File | Description |
|---|---|
test/runtests.jl |
Adds a new TEST_SET=filter_free_plotting include path. |
src/get_functions.jl |
Introduces filter-free forward simulation utilities and a data alignment/materialization helper for plotting. |
ext/StatsPlotsExt.jl |
Wires new filter-free plotting inputs into plot_model_estimates/plot_model_estimates! and adds observation ribbon plotting. |
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| elseif test_set == "filter_free_plotting" | ||
| include("test_filter_free_plotting.jl") |
| algorithm::Symbol = :second_order, | ||
| warmup_iterations::Int = DEFAULT_WARMUP_ITERATIONS, | ||
| opts::CalculationOptions = merge_calculation_options()) where T <: Real | ||
| @assert algorithm ∈ [:first_order, :second_order, :pruned_second_order, :third_order, :pruned_third_order] "`plot_model_estimates` with positional shocks only supports perturbation algorithms (`:first_order`, `:second_order`, `:pruned_second_order`, `:third_order`, `:pruned_third_order`)." |
added 2 commits
June 8, 2026 21:31
…free_plotting from runtests
Benchmark Results
Benchmark PlotsA plot of the benchmark results have been uploaded as an artifact to the workflow run for this PR. |
Codecov Report❌ Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## main #302 +/- ##
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+ Coverage 52.91% 87.39% +34.47%
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Files 35 35
Lines 29720 30738 +1018
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+ Hits 15727 26863 +11136
+ Misses 13993 3875 -10118 ☔ View full report in Codecov by Harness. 🚀 New features to boost your workflow:
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