smc_kalman

Sequential Monte Carlo modeling for linear Gaussian systems

Installation

• Clone this repo to any convenient location on your local drive

• From within your Python development environment (base environment or a virtual environment), run pip install -e LOCAL_PATH_TO_REPO

• pip will install the smc_kalman package in your Python development environment (along with all dependencies)

• You can then import the modules like any other Python package (e.g., import smc_kalman)