When the transition between adjacent states is exactly zero, something in the RTS smoother is returning NaN (as all future predictions to that point return normally). Need to double-check the searchsorted and Delta=0 logic for what is still causing this.
When the transition between adjacent states is exactly zero, something in the RTS smoother is returning NaN (as all future predictions to that point return normally). Need to double-check the searchsorted and Delta=0 logic for what is still causing this.