Re: [Math] Proposal: Add smoothing and fitting to the Kalman Filter

Hi. On Tue, 17 May 2016 12:47:59 +0100, Daniel Winterstein wrote: Thanks Gilles This is a new feature, but extends an existing class. Should I target version 3.7 or version 4.0 of commons.math? 4.0 By the way, what are the key differences in version 4 of commons.math? For several months,

Re: [Math] Proposal: Add smoothing and fitting to the Kalman Filter

Thanks Gilles This is a new feature, but extends an existing class. Should I target version 3.7 or version 4.0 of commons.math? By the way, what are the key differences in version 4 of commons.math? Thank you, - Daniel On 16 May 2016 at 17:48, Gilles wrote: > Hi. > > On Mon, 16 May 2016 14:40

Re: [Math] Proposal: Add smoothing and fitting to the Kalman Filter

Hi. On Mon, 16 May 2016 14:40:06 +0100, Daniel Winterstein wrote: Hello, I was doing some work with Kalman Filters recently, and I noticed the implementation in commons.math is missing a couple of features, namely smoothing and model-fitting. Would it be good to add these? Sure. A little

[Math] Proposal: Add smoothing and fitting to the Kalman Filter

Hello, I was doing some work with Kalman Filters recently, and I noticed the implementation in commons.math is missing a couple of features, namely smoothing and model-fitting. Would it be good to add these? A little bit more on the model and the proposed features: The Kalman Filter is a model f