fix: add 1D and 2D tests for piercus#34

test/issues/34.js

@@ -0,0 +1,65 @@
+const {KalmanFilter} = require('../../index.js');
+
+const test = require('ava');
+
+test('#34 1-D', t => {
+
+	let dataset = [0,0,0,0,16.1,0,0,30.9,0,0,0,0,26.1,null,null].map(a => [a]) 
+	let baseVariance = 1;
+	let huge = 1e30;
+	let kf = new KalmanFilter({
+	  observation : {
+	    dimension: 1, 
+	    covariance: function (o) {
+        if (o.observation[0][0] === null){
+          return [[huge]]
+        } else {
+          return [[baseVariance]]
+        }
+	    }
+	  }
+	})
+
+	const res = kf.filterAll(dataset);
+	t.is(res.length, dataset.length)
+})
+
+
+
+test('#34 2D', t => {
+	const {diag} = require('../..').linalgebra;
+
+	let dataset = [
+		[22, null],
+		[25, null],
+		[4, 4],
+		[4, 4],
+		[22, 5],
+		[null, null],
+		[34, 45]
+	];
+
+	let baseVariance = 1;
+	let huge = 1e15;
+	let kf = new KalmanFilter({
+		observation : {
+	    dimension: 2,
+			stateProjection: [[1], [1]],
+	    covariance: function (o) {
+				let variances = o.observation.map(a => {
+					if(a[0] === null){
+						return huge
+					} else {
+						return baseVariance
+					}
+				})
+				return diag(variances)
+	    }
+	  }
+	});
+
+	const res = kf.filterAll(dataset);
+	t.is(res.length, dataset.length)
+})
+
+