State Space Models
SSMProblems.jl packages
This repository is a monorepo that contains multiple active Julia packages. Use the links below to access the package documentation.
| Package | Documentation | Notes |
|---|---|---|
| SSMProblems | turinglang.org/SSMProblems.jl/SSMProblems/dev/ | Core interfaces and utilities for defining state space models and associated log-densities. |
| GeneralisedFilters | turinglang.org/SSMProblems.jl/GeneralisedFilters/dev/ | Filtering and inference algorithms built on top of the SSMProblems interfaces. |
Example notebooks
Open the worked examples directly in Google Colab and run them on a fresh Julia runtime.
| Example | Open in Colab |
|---|---|
| Kalman filter |
|
| Trend inflation |
|