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View Code? Open in Web Editor NEWDynamic Clustering of Time-Series. Available on PyPi.
License: Mozilla Public License 2.0
Dynamic Clustering of Time-Series. Available on PyPi.
License: Mozilla Public License 2.0
Add testing to all the functions from dlm.py
.
dlm_filter
dlm_multi_filter
dlm_smoother
Add test for the following functions:
Make all existing docstrings fit the Google format for later usage with Sphinx/Napoleon.
Check if there's a better way to invert symmetric positive definite matrices. Currently using np.linalg.inv
. Look for something similar to chol2inv(chol(X))
from R, or try to implement it manually to speed things up.
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