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Something seems to have changed in recent
FillArrays
/Distributions
versions in the behaviour when setting mean and (co)variance parameters forMvNormal
usingFillArrays
lazy array typesOnes
andZeros
rather than explicit array initializersones
andzeros
, which appears to be leading to unintended interactions between particle updates when filtering. This PR switches to using the explicit array initializers and also initializes integrator state specifically to zero rather thanundef
to avoid numerical warnings fromOrdinaryDiffEq
.