search

RonsenbergVI / trendpy

Bayesian trend filtering micro library. http://trendpy.readthedocs.io/en/latest/
MIT License
5 stars 1 forks source link

mcmc algo for l1 filter is too slow -- to optimize #2

Open RonsenbergVI opened 7 years ago

RonsenbergVI commented 7 years ago

a solution would be to use cython for matrix calculus