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PyDLM

swMATH ID: 38189
Software Authors: wwrechard
Description: PyDLM: A python library for Bayesian time series modeling. This library is based on the Bayesian dynamic linear model (Harrison and West, 1999) and optimized for fast model fitting and inference.
Homepage: https://pydlm.github.io
Source Code:  https://github.com/wwrechard/pydlm
Dependencies: Python
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Cited in: 0 Documents