Need a python version of bsts

steve-the-bayesian / BOOM

A C++ library for Bayesian modeling, mainly through Markov chain Monte Carlo, but with a few other methods supported. BOOM = "Bayesian Object Oriented Modeling". It is also the sound your computer makes when it crashes.

GNU Lesser General Public License v2.1

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Need a python version of bsts #48

Closed steve-the-bayesian closed 3 years ago

steve-the-bayesian commented 4 years ago

This is pretty far along.

Local level, local linear trend, seasonal, and semilocal linear trend have been exposed.

Things that need work (in this order).

Plots
more state models
other error distributions

steve-the-bayesian commented 3 years ago

Done.