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wwrechard / pydlm

A python library for Bayesian time series modeling
BSD 3-Clause "New" or "Revised" License
475 stars 98 forks source link

Support for dynamic factor models #33

Open yangyang2000 opened 6 years ago

yangyang2000 commented 6 years ago

Is there any plan to extend the module to allow for dynamic factor models where latent states are fewer than observed time series?