Support sparse system matrices and add proper x1 EM estimation

JuliaStats / TimeModels.jl

Modeling time series in Julia

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Support sparse system matrices and add proper x1 EM estimation #59

Closed GordStephen closed 8 years ago

GordStephen commented 8 years ago

Also adds a faster likelihood-only function for parameter fitting via nonlinear-optimization, eliminates unnecessary slowdowns related to system matrix generation during EM estimation, and fixes minor bugs.