Statsmodels: statistical modeling and econometrics in Python
- python
- statistics
- econometrics
- data-analysis
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Statsmodels: statistical modeling and econometrics in Python
Python Kalman filtering and optimal estimation library. Implements Kalman filter, particle filter, Extended Kalman filter, Unscented Kalman filter, g-h (alpha-beta), least squares, H Infinity, smoothers, and more. Has companion book 'Kalman and Bayesian Filters in Python'.
GTSAM is a library of C++ classes that implement smoothing and mapping (SAM) in robotics and vision, using factor graphs and Bayes networks as the underlying computing paradigm rather than sparse matrices.
State estimation and filtering algorithms in Go