Currently, pykalman supports the standard implementation of the Kalman Filter as well as the Unscented KF. For most applications, this is sufficient, but for exceptional cases, we require additional ...

This important manuscript proposes a dual behavioral/computational approach to assess emotional regulation in humans. The authors present solid evidence for the idea that emotional distancing (as ...

Hello., I am using your pykalman standard simple algorithm to calculate likelihood for my DSGE (dynamic stochastic general equilibrium )model. However, the likelihood function I get from dynare is ...