Extension for switching vector autoregressive models with pyhsmm
pip install autoregressive==0.1.1
Clone this with something like
git clone git://github.com/mattjj/pyhsmm-autoregressive.git autoregressive
The compiled code component is optional, but currently requires GCC (for its OpenMP support). Recent versions of Clang (3.7.0 and later) also support OpenMP but require the flag -fopenmp=libomp. See Issue #4.
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