Two suggestions
Posted: Tue May 21, 2024 9:21 am
Dear Tom：
I have recently delved into the extended Kalman filter in state space methods and feel that RATS is indeed very powerful. But I think ESTIMA should continue to enhance the DLM capabilities of RATS, such as the E-M algorithm and Bayesian estimation, and strive to promote them. By the way, do you consider creating a flag for RATS like Python.
Best Regard
Hardmann
I have recently delved into the extended Kalman filter in state space methods and feel that RATS is indeed very powerful. But I think ESTIMA should continue to enhance the DLM capabilities of RATS, such as the E-M algorithm and Bayesian estimation, and strive to promote them. By the way, do you consider creating a flag for RATS like Python.
Best Regard
Hardmann