scala-ssm Build Status

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

At the moment, supports:

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

Installation

To install the library locally you will need sbt and then simply run

sbt publishLocal

Examples

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