3 ms·
SsfPack [1] is a great implementation if you are willing to suffer through Ox. [1] http://www.ssfpack.com/ http://www.ssfpack.com/
by zmk_ 7y ago
SsfPack [1] is a great implementation if you are willing to suffer through Ox.
[1] http://www.ssfpack.com/ http://www.ssfpack.com/
- em500 7y agoMost of SsfPack is now implemented in python statsmodels: https://www.statsmodels.org/stable/statespace.html https://www.statsmodels.org/stable/statespace.html
- zmk_ 7y agoThanks for that! I was not aware of this. SsfPack will still be faster though and be less memory hungry than Python. On the brief look I had, it also seems that the nonlinear/non-Gaussian simulation methods are not implemented.