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This package has fast and flexible code for simulating, learning, and performing
inference in a variety of state space models. Currently, it supports:
* Hidden Markov Models (HMM)
* Auto-regressive HMMs (ARHMM)
* Input-output HMMs (IOHMM)
* Hidden Semi-Markov Models (HSMM)
* Linear Dynamical Systems (LDS)
* Switching Linear Dynamical Systems (SLDS)
* Recurrent SLDS (rSLDS)
* Hierarchical extensions of the above
* Partial observations and missing data
It supports the following observation models:
* Gaussian
* Student's
* Bernoulli
* Poisson
* Categorical
* Von Mises
WWW: https://github.com/lindermanlab/ssm
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