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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Categories

Financial, Simulations, Mathematics

License

MIT License

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Additional Project Details

Intended Audience

Financial and Insurance Industry, Science/Research, Education, Advanced End Users, Developers

User Interface

Other toolkit

Programming Language

MATLAB, C

Registered

2007-10-20
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