A Scala library for State-Space Models (SSM).
At the moment, supports:
- Univariate Dynamic Generalised Models
- Multivariate Dynamic Generalised Models
- Multinomial, Poisson and Gaussian
To install the library locally you will need
sbt and then either download
this repo and run
or add an
sbt dependency as
resolvers += Resolver.bintrayRepo("ruivieira", "maven") libraryDependencies += "org.ruivieira" %% "scala-ssm" % "0.1.1"
To use the example notebook, you must have installed the library locally (as above) and have the Jupyter Scala kernel installed.
Provided you have those, simply run