depasquale-lab/StateSpaceDynamics.jl
Julia library for fitting and analyzing state space models. Provides efficient implementations of various SSMs including the canonical Gaussian LDS (Kalman Filter/Smoother), Poisson LDS, etc.
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Julia library for fitting and analyzing state space models. Provides efficient implementations of various SSMs including the canonical Gaussian LDS (Kalman Filter/Smoother), Poisson LDS, etc.