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QuantEcon
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QuantEcon.jl
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Made a kalman_filter method similar to kalman_smooth.
- #235
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murphyk
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Made a kalman_filter method similar to kalman_smooth.
#235
murphyk
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QuantEcon:master
QuantEcon/QuantEcon.jl:master
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probml:master
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Commits on Feb 9, 2019
Made a kalman_filter method similar to kalman_smooth.
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Added some unit tests for kalman filtering and sampling.
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fixed broken test
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commneted out the sampling test since it is stochastic and may fail
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roll back unit test to original state (modulo renaming of variables)
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