Reject non-finite and invalid GGIW inputs - #5425
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Bugs
GGIWTrackeraccepted several mathematically invalid inputs:NaN/infinitegamma_shape,gamma_rate,extent_degrees_of_freedom, andextent_innovation_weightcould pass sign-only validation and poison the Gamma/IW state.extent_innovation_weight=np.nanwas accepted becausenan < 0is false.extent_is_scaleaccepted arbitrary truthy values such as the string"False".Fix
extent_is_scaleas an actual booleanassert_covariance_matrixcontract for covariance and extent inputs while retaining strict positive-definite Cholesky checks where requiredThe changes are limited to
GGIWTrackerand a dedicated regression file.