A MATLAB toolbox for time series analysis using state space models. Supports fully interactive model construction with MATLAB objects and efficient Kalman filter backend implemented in c.
VERSION HISTORY
- Version 1.0 posted on 2009-10-30
Several fixes and updates - Version 1.0 posted on 2009-10-30
Program Details
- Category: Business > Other
- Publisher: ssmodels.sf.net
- License: Free
- Price: N/A
- Version: 1.0
- Platform: windows