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jrnold
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ssmodels-in-stan
State space models (dynamic linear models, hidden Markov models) implemented in Stan.
https://jrnold.github.io/ssmodels-in-stan/
BSD 3-Clause "New" or "Revised" License
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Add smoothers
#8
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jrnold
closed
8 years ago
jrnold
commented
8 years ago
[ ] State disturbance smoother
[ ] Observation disturbance smoother
[ ] State smoother
[ ] Fast state smoother