Prefer mT to T in kalman filters

Author: jessegrabowski

pymc_extras/statespace/filters/kalman_filter.py

@@ -630,9 +630,9 @@ def predict(self, a, P, c, T, R, Q):
         a_hat = T.dot(a) + c
         Q_chol = pt.linalg.cholesky(Q, lower=True)
 
-        M = pt.horizontal_stack(T @ P_chol, R @ Q_chol).T
+        M = pt.horizontal_stack(T @ P_chol, R @ Q_chol).mT
         R_decomp = pt.linalg.qr(M, mode="r")
-        P_chol_hat = R_decomp[: self.n_states, : self.n_states].T
+        P_chol_hat = R_decomp[: self.n_states, : self.n_states].mT
 
         return a_hat, P_chol_hat
 
@@ -665,7 +665,7 @@ def update(self, a, P, y, d, Z, H, all_nan_flag):
         upper = pt.horizontal_stack(H_chol, Z @ P_chol)
         lower = pt.horizontal_stack(zeros, P_chol)
         A_T = pt.vertical_stack(upper, lower)
-        B = pt.linalg.qr(A_T.T, mode="r").T
+        B = pt.linalg.qr(A_T.mT, mode="r").mT
 
         F_chol = B[: self.n_endog, : self.n_endog]
         K_F_chol = B[self.n_endog :, : self.n_endog]