smc_kalman

Sequential Monte Carlo modeling for linear Gaussian systems

Installation

  • Clone this repo to any convenient location on your local drive

  • From within your Python development environment (base environment or a virtual environment), run pip install -e LOCAL_PATH_TO_REPO

  • pip will install the smc_kalman package in your Python development environment (along with all dependencies)

  • You can then import the modules like any other Python package (e.g., import smc_kalman)