Can I read PySSM: Bayesian State Space Modeling in Python on EtoBox?

PySSM: Bayesian State Space Modeling in Python by Mohammad is a document available to read on EtoBox.

What is PySSM: Bayesian State Space Modeling in Python about?

PySSM is a Python package for analyzing time series data using linear Gaussian state space models (SSMs). It provides classes for filtering, smoothing, and simulation smoothing to estimate SSMs in a Bayesian framework. The package interfaces with optimized Fortran routines for computational efficiency. PySSM allows users to quickly set up SSMs and choose from various estimation settings to analyze time series data.

Author

Mohammad

Language

EN