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
Two suggestions
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TomDoan
- Posts: 7825
- Joined: Wed Nov 01, 2006 4:36 pm
Re: Two suggestions
"Flag"? I'm not sure what you mean.