inferust 0.1.22

Statistical modeling for Rust - OLS/WLS regression, GLM, survival analysis, ARIMA/VAR, nonparametric tests, and more. A statsmodels-style library.
Documentation 
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//! State-space models and Kalman filtering.
//!
//! This module provides scalar and multivariate linear-Gaussian Kalman filters
//! that underpin exact ARIMA MLE and statsmodels-style state-space workflows.

mod kalman;
mod scalar;

pub use kalman::{KalmanLikelihood, LinearGaussianModel};
pub use scalar::{
    KalmanFilterResult, LocalLevel, LocalLevelResult, ScalarStateSpace,
};