Resolve pylint line-too-long messages in randprocs

src/probnum/randprocs/markov/continuous/_diffusions.py

@@ -12,7 +12,8 @@
 
 
 class Diffusion(abc.ABC):
-    r"""Interface for diffusion models :math:`\sigma: \mathbb{R} \rightarrow \mathbb{R}^d` and their calibration."""
+    r"""Interface for diffusion models
+    :math:`\sigma: \mathbb{R} \rightarrow \mathbb{R}^d` and their calibration."""
 
     def __repr__(self):
         raise NotImplementedError
@@ -58,14 +59,16 @@ def __repr__(self):
     def __call__(self, t: ArrayLike) -> Union[ArrayLike, np.ndarray]:
         if self.diffusion is None:
             raise NotImplementedError(
-                "No diffusions seen yet. Call estimate_locally_and_update_in_place first."
+                "No diffusions seen yet. "
+                "Call estimate_locally_and_update_in_place first."
             )
         return self.diffusion * np.ones_like(t)
 
     def __getitem__(self, idx: ArrayIndicesLike) -> Union[ArrayLike, np.ndarray]:
         if self.diffusion is None:
             raise NotImplementedError(
-                "No diffusions seen yet. Call estimate_locally_and_update_in_place first."
+                "No diffusions seen yet. "
+                "Call estimate_locally_and_update_in_place first."
             )
 
         return self.diffusion * np.ones_like(idx)
@@ -93,8 +96,8 @@ def update_in_place(self, local_estimate, t):
 class PiecewiseConstantDiffusion(Diffusion):
     r"""Piecewise constant diffusion.
 
-    It is defined by a set of diffusions :math:`(\sigma_1, ..., \sigma_N)` and a set of locations :math:`(t_0, ...,  t_N)`
-    through
+    It is defined by a set of diffusions :math:`(\sigma_1, ..., \sigma_N)` and a set of
+    locations :math:`(t_0, ...,  t_N)` through
 
     .. math::
         \sigma(t) = \left\{
@@ -105,14 +108,16 @@ class PiecewiseConstantDiffusion(Diffusion):
         \end{array}
         \right.
 
-    In other words, a tuple :math:`(t, \sigma)` always defines the diffusion *right* of :math:`t` as :math:`\sigma` (including the point :math:`t`),
-    except for the very first tuple :math:`(t_0, \sigma_0)` which *also* defines the diffusion *left* of :math:`t`.
-    This choice of piecewise constant function is continuous from the right.
+    In other words, a tuple :math:`(t, \sigma)` always defines the diffusion *right* of
+    :math:`t` as :math:`\sigma` (including the point :math:`t`), except for the very
+    first tuple :math:`(t_0, \sigma_0)` which *also* defines the diffusion *left* of
+    :math:`t`. This choice of piecewise constant function is continuous from the right.
 
     Parameters
     ----------
     t0
-        Initial time point. This is the leftmost time-point of the interval on which the diffusion is calibrated.
+        Initial time point. This is the leftmost time-point of the interval on which
+        the diffusion is calibrated.
     """
 
     def __init__(self, t0):
@@ -125,15 +130,17 @@ def __repr__(self):
     def __call__(self, t: ArrayLike) -> Union[ArrayLike, np.ndarray]:
         if len(self._locations) <= 1:
             raise NotImplementedError(
-                "No diffusions seen yet. Call estimate_locally_and_update_in_place first."
+                "No diffusions seen yet. "
+                "Call estimate_locally_and_update_in_place first."
             )
         if np.isscalar(t):
             t = np.atleast_1d(t)
             t_has_been_promoted = True
         else:
             t_has_been_promoted = False
 
-        # The "-1" in here makes up for the fact that the locations contains one more element than the diffusions.
+        # The "-1" in here makes up for the fact that the locations contains one more
+        # element than the diffusions.
         indices = np.searchsorted(self.locations, t) - 1
         indices[t < self.t0] = 0
         indices[t > self.tmax] = -1
@@ -146,7 +153,8 @@ def __call__(self, t: ArrayLike) -> Union[ArrayLike, np.ndarray]:
     def __getitem__(self, idx: ArrayIndicesLike) -> Union[ArrayLike, np.ndarray]:
         if len(self._locations) <= 1:
             raise NotImplementedError(
-                "No diffusions seen yet. Call estimate_locally_and_update_in_place first."
+                "No diffusions seen yet. "
+                "Call estimate_locally_and_update_in_place first."
             )
         return self.diffusions[idx]
 

src/probnum/randprocs/markov/continuous/_linear_sde.py

@@ -34,12 +34,16 @@ class LinearSDE(_sde.SDE):
         the dispersion(matrix) of the SDE.
         Returns np.ndarray with shape=(n, s)
     mde_atol
-        Absolute tolerance passed to the solver of the moment differential equations (MDEs). Optional. Default is 1e-6.
+        Absolute tolerance passed to the solver of the moment differential equations
+        (MDEs). Optional. Default is 1e-6.
     mde_rtol
-        Relative tolerance passed to the solver of the moment differential equations (MDEs). Optional. Default is 1e-6.
+        Relative tolerance passed to the solver of the moment differential equations
+        (MDEs). Optional. Default is 1e-6.
     mde_solver
-        Method that is chosen in `scipy.integrate.solve_ivp`. Any string that is compatible with ``solve_ivp(..., method=mde_solve,...)`` works here.
-        Usual candidates are ``[RK45, LSODA, Radau, BDF, RK23, DOP853]``. Optional. Default is LSODA.
+        Method that is chosen in `scipy.integrate.solve_ivp`. Any string that is
+        compatible with ``solve_ivp(..., method=mde_solve,...)`` works here.
+        Usual candidates are ``[RK45, LSODA, Radau, BDF, RK23, DOP853]``.
+        Optional. Default is LSODA.
     forward_implementation
         Implementation style for forward transitions.
     """
@@ -230,7 +234,8 @@ def _solve_mde_forward(self, mde, y0, t, dt, dim):
         )
         y_end = sol.y[:, -1]
         new_mean = y_end[:dim]
-        # If forward_sqrt is used, new_cov_or_cov_cholesky is a Cholesky factor of the covariance
+        # If forward_sqrt is used, new_cov_or_cov_cholesky is a Cholesky factor of
+        # the covariance
         # If forward_classic is used, new_cov_or_cov_cholesky is the covariance
         new_cov_or_cov_cholesky = y_end[dim:].reshape((dim, dim))
 
@@ -316,7 +321,8 @@ def _setup_vectorized_mde_forward_sqrt(self, initrv, _diffusion=1.0):
         .. math::
             \dot P(t) = G(t)P(t) + P(t)G^\top(t) + L(t)L^\top(t).
 
-        Let :math:`S(t)` be a square-root of :math:`P(t)`, :math:`P(t)` positive definite, then
+        Let :math:`S(t)` be a square-root of :math:`P(t)`, :math:`P(t)`
+        positive definite, then
 
         .. math::
             P(t) = S(t)S^\top(t)

src/probnum/randprocs/markov/continuous/_lti_sde.py

@@ -142,7 +142,7 @@ def discretise(self, dt):
         That is, matrices A(h) and Q(h) and vector s(h) such
         that the transition is
 
-        .. math:: x | x_\\text{old} \\sim \\mathcal{N}(A(h) x_\\text{old} + s(h), Q(h)) ,
+        .. math:: x | x_\\text{old} \\sim \\mathcal{N}(A(h) x_\\text{old} + s(h), Q(h)),
 
         which is the transition of the mild solution to the LTI SDE.
         """

src/probnum/randprocs/markov/continuous/_sde.py

@@ -13,7 +13,8 @@ class SDE(_transition.Transition):
 
     .. math:: d x(t) = g(t, x(t)) d t + l(t, x(t)) d w(t),
 
-    driven by a Wiener process :math:`w` with isotropic diffusion :math:`\Gamma(t) = \gamma(t) I_d`.
+    driven by a Wiener process :math:`w` with isotropic diffusion
+    :math:`\Gamma(t) = \gamma(t) I_d`.
     """
 
     def __init__(

src/probnum/randprocs/markov/discrete/_linear_gaussian.py

@@ -233,8 +233,8 @@ def _backward_rv_sqrt(
 
         # Smoothing updates need the gain, but
         # filtering updates "compute their own".
-        # Thus, if we are doing smoothing (|cov_obtained|>0) an the gain is not provided,
-        # make an extra prediction to compute the gain.
+        # Thus, if we are doing smoothing (|cov_obtained|>0) an the gain is not
+        # provided, make an extra prediction to compute the gain.
         if gain is None:
             if np.linalg.norm(rv_obtained.cov) > 0:
                 rv_forwarded, info_forwarded = self.forward_rv(
@@ -271,8 +271,8 @@ def _backward_rv_sqrt(
         ]
 
         # If no initial gain was provided, compute it from the QR-results
-        # This is required in the Kalman update, where, other than in the smoothing update,
-        # no initial gain was provided.
+        # This is required in the Kalman update, where, other than in the smoothing
+        # update, no initial gain was provided.
         # Recall that above, gain was set to zero in this setting.
         if np.linalg.norm(gain) == 0.0:
             R1 = big_triu[:output_dim, :output_dim]

src/probnum/randprocs/markov/discrete/_lti_gaussian.py

@@ -72,7 +72,8 @@ def from_linop(
         """Turn a linear operator (or numpy array) into a noise-free transition."""
 
         # Currently, this is only a numpy array.
-        # In the future, once linops are more widely adopted here, this will become a linop.
+        # In the future, once linops are more widely adopted here, this will become
+        # a linop.
         if transition_matrix.ndim != 2:
             raise ValueError
         return cls(

src/probnum/randprocs/markov/integrator/_integrator.py

@@ -16,7 +16,8 @@ class IntegratorTransition:
     For instances, this includes integrated Wiener processes or Matern processes.
 
     In ProbNum, integrators are always driven by :math:`d` dimensional Wiener processes.
-    We compute the transitions usually in a preconditioned state (Nordsieck-like coordinates).
+    We compute the transitions usually in a preconditioned state (Nordsieck-like
+    coordinates).
     """
 
     def __init__(self, num_derivatives, wiener_process_dimension):
@@ -73,17 +74,20 @@ def proj2coord(self, coord: int) -> np.ndarray:
 
     @property
     def _derivwise2coordwise_projmat(self) -> np.ndarray:
-        r"""Projection matrix to change the ordering of the state representation in an :class:`Integrator` from coordinate-wise to derivative-wise representation.
+        r"""Projection matrix to change the ordering of the state representation in an
+        :class:`Integrator` from coordinate-wise to derivative-wise representation.
 
         A coordinate-wise ordering is
 
         .. math:: (y_1, \dot y_1, \ddot y_1, y_2, \dot y_2, ..., y_d^{(\nu)})
 
         and a derivative-wise ordering is
 
-        .. math:: (y_1, y_2, ..., y_d, \dot y_1, \dot y_2, ..., \dot y_d, \ddot y_1, ..., y_d^{(\nu)}).
+        .. math:: (y_1, y_2, ..., y_d, \dot y_1, \dot y_2, ...,
+        \dot y_d, \ddot y_1, ..., y_d^{(\nu)}).
 
-        Default representation in an :class:`Integrator` is coordinate-wise ordering, but sometimes, derivative-wise ordering is more convenient.
+        Default representation in an :class:`Integrator` is coordinate-wise ordering,
+        but sometimes, derivative-wise ordering is more convenient.
 
         See Also
         --------
@@ -107,17 +111,20 @@ def _derivwise2coordwise_projmat(self) -> np.ndarray:
 
     @property
     def _coordwise2derivwise_projmat(self) -> np.ndarray:
-        r"""Projection matrix to change the ordering of the state representation in an :class:`Integrator` from derivative-wise to coordinate-wise representation.
+        r"""Projection matrix to change the ordering of the state representation in an
+        :class:`Integrator` from derivative-wise to coordinate-wise representation.
 
         A coordinate-wise ordering is
 
         .. math:: (y_1, \dot y_1, \ddot y_1, y_2, \dot y_2, ..., y_d^{(\nu)})
 
         and a derivative-wise ordering is
 
-        .. math:: (y_1, y_2, ..., y_d, \dot y_1, \dot y_2, ..., \dot y_d, \ddot y_1, ..., y_d^{(\nu)}).
+        .. math:: (y_1, y_2, ..., y_d, \dot y_1, \dot y_2, ...,
+        \dot y_d, \ddot y_1, ..., y_d^{(\nu)}).
 
-        Default representation in an :class:`Integrator` is coordinate-wise ordering, but sometimes, derivative-wise ordering is more convenient.
+        Default representation in an :class:`Integrator` is coordinate-wise ordering,
+        but sometimes, derivative-wise ordering is more convenient.
 
         See Also
         --------

src/probnum/randprocs/markov/integrator/_ioup.py

@@ -11,7 +11,8 @@
 class IntegratedOrnsteinUhlenbeckProcess(_markov_process.MarkovProcess):
     r"""Integrated Ornstein-Uhlenbeck process.
 
-    Convenience access to :math:`\nu` times integrated (:math:`d` dimensional) Ornstein-Uhlenbeck processes.
+    Convenience access to :math:`\nu` times integrated (:math:`d` dimensional)
+    Ornstein-Uhlenbeck processes.
 
     Parameters
     ----------
@@ -20,29 +21,34 @@ class IntegratedOrnsteinUhlenbeckProcess(_markov_process.MarkovProcess):
     initarg
         Initial time point.
     num_derivatives
-        Number of modelled derivatives of the integrated process (''order'', ''number of integrations'').
+        Number of modelled derivatives of the integrated process (''order'',
+        ''number of integrations'').
         Optional. Default is :math:`\nu=1`.
     wiener_process_dimension
         Dimension of the underlying Wiener process.
         Optional. Default is :math:`d=1`.
         The dimension of the integrated Wiener process itself is :math:`d(\nu + 1)`.
     initrv
         Law of the integrated Wiener process at the initial time point.
-        Optional. Default is a :math:`d(\nu + 1)` dimensional standard-normal distribution.
+        Optional. Default is a :math:`d(\nu + 1)` dimensional standard-normal
+        distribution.
     diffuse
-        Whether to instantiate a diffuse prior. A diffuse prior has large initial variances.
+        Whether to instantiate a diffuse prior. A diffuse prior has large initial
+        variances.
         Optional. Default is `False`.
-        If `True`, and if an initial random variable is not passed, an initial random variable is created,
-        where the initial covariance is of the form :math:`\kappa I_{d(\nu + 1)}`
-        with :math:`\kappa=10^6`.
+        If `True`, and if an initial random variable is not passed, an initial random
+        variable is created, where the initial covariance is of the form
+        :math:`\kappa I_{d(\nu + 1)}` with :math:`\kappa=10^6`.
         Diffuse priors are used when initial distributions are not known.
         They are common for filtering-based probabilistic ODE solvers.
     forward_implementation
         Implementation of the forward-propagation in the underlying transitions.
-        Optional. Default is `classic`. `sqrt` implementation is more computationally expensive, but also more stable.
+        Optional. Default is `classic`. `sqrt` implementation is more computationally
+        expensive, but also more stable.
     backward_implementation
         Implementation of the backward-conditioning in the underlying transitions.
-        Optional. Default is `classic`. `sqrt` implementation is more computationally expensive, but also more stable.
+        Optional. Default is `classic`. `sqrt` implementation is more computationally
+        expensive, but also more stable.
 
     Raises
     ------
@@ -66,7 +72,10 @@ class IntegratedOrnsteinUhlenbeckProcess(_markov_process.MarkovProcess):
     >>> ioup4 = IntegratedOrnsteinUhlenbeckProcess(driftspeed=1.,initarg=0., num_derivatives=4, wiener_process_dimension=1)
     >>> print(ioup4)
     <IntegratedOrnsteinUhlenbeckProcess with input_shape=(), output_shape=(5,), dtype=float64>
-    """
+    """  # pylint: disable=line-too-long
+    # Doctest/Example blocks in the docstring above cannot be made to comply with line
+    # length rule because adding newlines in them will cause rendered page to have
+    # unwanted newlines.
 
     def __init__(
         self,
@@ -88,7 +97,8 @@ def __init__(
         )
         if initrv is not None and diffuse:
             warnings.warn(
-                "Parameter `diffuse` has no effect, because an `initrv` has been provided."
+                "Parameter `diffuse` has no effect, "
+                "because an `initrv` has been provided."
             )
         if initrv is None:
             if diffuse:

src/probnum/randprocs/markov/integrator/_iwp.py

@@ -14,36 +14,42 @@
 class IntegratedWienerProcess(_markov_process.MarkovProcess):
     r"""Integrated Wiener process.
 
-    Convenience access to :math:`\nu` times integrated (:math:`d` dimensional) Wiener processes.
+    Convenience access to :math:`\nu` times integrated (:math:`d` dimensional)
+    Wiener processes.
 
     Parameters
     ----------
     initarg
         Initial time point.
     num_derivatives
-        Number of modelled derivatives of the integrated process (''order'', ''number of integrations'').
+        Number of modelled derivatives of the integrated process (''order'',
+        ''number of integrations'').
         Optional. Default is :math:`\nu=1`.
     wiener_process_dimension
         Dimension of the underlying Wiener process.
         Optional. Default is :math:`d=1`.
         The dimension of the integrated Wiener process itself is :math:`d(\nu + 1)`.
     initrv
         Law of the integrated Wiener process at the initial time point.
-        Optional. Default is a :math:`d(\nu + 1)` dimensional standard-normal distribution.
+        Optional. Default is a :math:`d(\nu + 1)` dimensional standard-normal
+        distribution.
     diffuse
-        Whether to instantiate a diffuse prior. A diffuse prior has large initial variances.
+        Whether to instantiate a diffuse prior. A diffuse prior has large initial
+        variances.
         Optional. Default is `False`.
-        If `True`, and if an initial random variable is not passed, an initial random variable is created,
-        where the initial covariance is of the form :math:`\kappa I_{d(\nu + 1)}`
-        with :math:`\kappa=10^6`.
+        If `True`, and if an initial random variable is not passed, an initial
+        random variable is created, where the initial covariance is of the form
+        :math:`\kappa I_{d(\nu + 1)}` with :math:`\kappa=10^6`.
         Diffuse priors are used when initial distributions are not known.
         They are common for filtering-based probabilistic ODE solvers.
     forward_implementation
         Implementation of the forward-propagation in the underlying transitions.
-        Optional. Default is `classic`. `sqrt` implementation is more computationally expensive, but also more stable.
+        Optional. Default is `classic`. `sqrt` implementation is more computationally
+        expensive, but also more stable.
     backward_implementation
         Implementation of the backward-conditioning in the underlying transitions.
-        Optional. Default is `classic`. `sqrt` implementation is more computationally expensive, but also more stable.
+        Optional. Default is `classic`. `sqrt` implementation is more computationally
+        expensive, but also more stable.
 
     Raises
     ------
@@ -67,7 +73,10 @@ class IntegratedWienerProcess(_markov_process.MarkovProcess):
     >>> iwp4 = IntegratedWienerProcess(initarg=0., num_derivatives=4, wiener_process_dimension=1)
     >>> print(iwp4)
     <IntegratedWienerProcess with input_shape=(), output_shape=(5,), dtype=float64>
-    """
+    """  # pylint: disable=line-too-long
+    # Doctest/Example blocks in the docstring above cannot be made to comply with line
+    # length rule because adding newlines in them will cause rendered page to have
+    # unwanted newlines.
 
     def __init__(
         self,
@@ -87,7 +96,8 @@ def __init__(
         )
         if initrv is not None and diffuse:
             warnings.warn(
-                "Parameter `diffuse` has no effect, because an `initrv` has been provided."
+                "Parameter `diffuse` has no effect, "
+                "because an `initrv` has been provided."
             )
         if initrv is None:
             if diffuse: