Non-Gaussian State Space Model Refactor

RJT1990 / pyflux

Open source time series library for Python

BSD 3-Clause "New" or "Revised" License

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Non-Gaussian State Space Model Refactor #50

Closed RJT1990 closed 7 years ago

RJT1990 commented 7 years ago

Goal is for API for non-Gaussian state space models to be the same as the GAS Models - and for a common API for distributions that carries across model types to prevent code duplication.

RJT1990 commented 7 years ago

Refactor complete. Will be in next release.