A Scala library for State-Space Models (SSM).

At the moment, supports:

• Univariate Dynamic Generalised Models
• Multivariate Dynamic Generalised Models
  • Multinomial, Poisson and Gaussian

To install the library locally you will need sbt and then either download this repo and run

sbt publishLocal

or add an sbt dependency as

resolvers += Resolver.bintrayRepo("ruivieira", "maven")
libraryDependencies += "org.ruivieira" %% "scala-ssm" % "0.1.1"

To use the example notebook, you must have installed the library locally (as above) and have the Jupyter Scala kernel installed.

Provided you have those, simply run

jupyter notebook