A MATLAB toolbox for time series analysis using state space models. Supports fully interactive model construction with MATLAB objects and efficient Kalman filter backend implemented in c.
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File released: /ssm/1.0/notes-1.0.1.txt
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File released: /ssm/1.0/notes-1.0.0.txt
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File released: /ssm-1.0.1.zip
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File released: /ssm/1.0/ssm-1.0.1.zip
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mrbombastic commented on the RE: Invalid MEX-file The specified module could n forum thread -
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jypeng commented on the RE: Invalid MEX-file The specified module could n forum thread -
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mrbombastic created the Invalid MEX-file The specified module could n forum thread -
ssm 1.0.0 file released: mexssa.m
1.0.0 1. Predefined models are constructed in their own functions now. For example, ssmodel('llm') should be changed to ssm_llm(), and ssmodel('arma', p, q) to ssm_arma(p, q). Basically the code for predefined model construction are moved from ssmodel object constructor to their own respective functions in the form ssm_*.m. 2. Predefined non-Gaussian distributions are also constructed in their own functions. For example, ssdist('binary') becomes dist_binary(). 1.0.0 fix for R2007b 1. New 'csrc/mexssa.m' script for MATLAB 7.5 (R2007b) and later.
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