Particle filters for Python
Project description
Description
This package implements several particle filter methods that can be used for recursive Bayesian estimation and forecasting. See the online documentation for tutorials, how-to guides, and API documentation.
License
The code is distributed under the terms of the BSD 3-Clause license (see LICENSE), and the documentation is distributed under the terms of the Creative Commons BY-SA 4.0 license.
Installation
To install the latest release:
pip install pypfilt
To install the latest release with plotting support (requires matplotlib):
pip install pypfilt[plot]
To install the latest development version, clone this repository and run:
pip install .
Citation
If you use pypfilt, please cite our JOSS article and an archived release of the software (see CITATION.cff).
@article{pypfilt,
author = {Moss, Robert},
title = {pypfilt: a particle filter for {Python}},
journal = {Journal of Open Source Software},
volume = {9},
issue = {96},
pages = {6276},
year = {2024},
doi = {10.21105/joss.06276},
note = {Please cite this article and an archived release (see CITATION.cff)},
}
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