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 simply run
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