DynamicLinearModels.jl

Julia package for working with Dynamic Linear Models.
Author vsartor
Popularity
2 Stars
Updated Last
7 Months Ago
Started In
August 2019

DynamicLinearModels

Build Status codecov

Julia package for modeling univariate or multivariate time-series through Dynamic Linear Models, distributed under the MIT License (see LICENSE file).

Currently supports most basic operations one would want to perform, including a novel procedure for obtaining Maximum a Posteriori pontual estimates.

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