BSSPy

Just run it for now check if codes are working. A detailed tutorial is coming soon.

Packages required:

BSSPy

The package has codes for the Bayesian State Space Model. It is a generic state space model, the dynamics is specified in the individual demo files.

Getting Started

These instructions will get you a copy of the project up and running on your local machine for development and testing purposes. See deployment for notes on how to deploy the project on a live system.

Prerequisites

Packages required:

pymc3, seaborn , matplotlib (if plotting needed), theano (will be installed with pymc3), numpy, scipy, scikit-learn , pandas

Execution

For now :

python Ti.py

More detailed documentation coming soon

Acknowledgments

* Earlier version of codes that were used

* ** NP Young's Code for State Space Model

* ** Taku Yoshiya's Codes for Bounding variables

* ** Helmut H. Strey's Codes for HMM in PyMC3

* ** CTSM