4 ms·
Most of SsfPack is now implemented in python statsmodels: https://www.statsmodels.org/stable/statespace.html https://www.statsmodels.org/stable/statespace.html
by em500 8y ago
Most of SsfPack is now implemented in python statsmodels:
https://www.statsmodels.org/stable/statespace.html https://www.statsmodels.org/stable/statespace.html
- zmk_ 8y 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.