Metadata-Version: 2.1
Name: statespace
Version: 1.3.4
Summary: state-space distributions and decisions
Home-page: https://gitlab.com/noahhsmith/statespace
Author: noah smith
Author-email: noahhsmith@gmail.com
License: UNKNOWN
Description: <img src="https://gitlab.com/noahhsmith/statespace/raw/master/docs/images/udfactoring.png" align="center" width="300" height="300"/>
        
        uncertainty, confidence, knowledge
        
        their evolution with time and various processes, including noise and observations
        
        risk and the cost of errors
        
        [The Flaw of Averages: Why We Underestimate Risk in the Face of Uncertainty, Sam L. Savage](http://a.co/cDDBO9p)
        
        [Bayesian Signal Processing: Classical, Modern, and Particle Filtering Methods, James V. Candy](http://a.co/gp4upXd)
        
        [Capital Ideas: The Improbable Origins of Modern Wall Street, Peter L. Bernstein](http://a.co/1Y1DR9p)
        
        [Stochastic Processes and Filtering Theory, Andrew H. Jazwinski](http://a.co/cm5zfQu) 
        
        [A Demon of Our Own Design: Markets, Hedge Funds, and the Perils of Financial Innovation, Richard Bookstaber](http://a.co/4FvnyfB)
        
        [Kalman Filtering: Theory and Practice, Mohinder S. Grewal, Angus P. Andrews](http://a.co/6hAa35c)
        
        in ubuntu, install or upgrade os-level dependencies
        
            sudo apt-get -qq update -qy
            sudo apt-get -qq install -y python3.6 python3-venv python3-pip
        
        clone the git project, start a venv virtual environment, install the package, and test
        
            git clone git@gitlab.com:noahhsmith/statespace.git statespace
            cd statespace
            python3 -m venv venv
            . venv/bin/activate (same as source venv/bin/activate)
            python3 setup.py install
            python3 statespace --xbp
            
        usage hints
        
            ~/statespace$ venv/bin/python -m statespace -h
            usage: statespace [-h] [--lzbp] [--xbp] [--spbp] [--sspf] [--abp]
            
            optional arguments:
              -h, --help  show this help message and exit
              --lzbp      linearized bayesian processor, linearized kalman filter
              --xbp       extended bayesian processor, extended kalman filter
              --spbp      sigma-point bayesian processor, unscented kalman filter
              --sspf      state space particle filter, sequential monte carlo processor
              --abp       adaptive bayesian processors, joint bayesian state/parameteric
                          processors
        
        
Platform: UNKNOWN
Description-Content-Type: text/markdown
