
NbbTools
Class libraries guide
- Time series
- Econometrics
- Arima model
- Unobserved components model
- General design
- Canonical decomposition
- State space framework
- Definitions
- General design
- Univariate models
- Ordinary Kalman filter and smoother
- Chandrasekhar recursions
- Likelihood
- Multivariate models
- Univariate treatment of multivariate models
- Ordinary Kalman filter and smoother
- Array filter (square root)
- Fast Array filter (square root Chandrasekhar)
- Likelihood
- Tramo-Seats
- Real functions