statespace#
Linear Gaussian state space models, following Part I of Durbin and Koopman,
Time Series Analysis by State Space Methods (2nd ed., 2012). The core is
a Fortran library; ssfortran is its Python package.
Linear Gaussian state space models, following Part I of Durbin and Koopman,
Time Series Analysis by State Space Methods (2nd ed., 2012). The core is
a Fortran library; ssfortran is its Python package.