BatchFixedLagSmoother::marginalCovariance

[chrisflesher]

Feature

I couldn't access BatchFixedLagSmoother function marginalCovariance in python (using pip install gtsam==4.2). It seems this is because it is not implemented in C++ either:

Matrix BatchFixedLagSmoother::marginalCovariance(Key key) const {
  throw runtime_error(
      "BatchFixedLagSmoother::marginalCovariance not implemented");
}

Motivation

This functionality seems necessary for real-time estimation and easy to implement.

Pitch

It would be nice to get new python version with this.

Alternatives

IncrementalFixedLagSmoother seems like a decent alternative?