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High-performance RTS Kalman smoother for column-wise financial matrices (local level model)
pip install rts-smoother
PyPI declares 2 unique dependency rules for this release. Environment markers are shown when supplied by the project.
rts-smoother publishes 2 wheels and 1 source archive for version 0.1.0. Wheel platform tags: macosx_15_0_arm64, win_amd64.
Declared Python classifiers: 3.10, 3.11, 3.12, 3.9.
PyPI lists 1 release with files. The first dated release is ; 1 release falls within the 365 days preceding the latest dated release. The current release files were uploaded on .