bellman-filter-dfsv
High-performance JAX-based filtering for Dynamic Factor Stochastic Volatility (DFSV) models with functional architecture
Activity
- Latest release
- 8mo ago
- Total releases
- 3
- Cadence
- ~3 months
- Last 12 months
- 2
Details
- License
- MIT
- First release
- Aug 12, 2025
| Version | Released | |
|---|---|---|
2.0.0
major
|
2.0.0
major
Dependencies (20)
+ 12 more |
|
1.0.1
patch
|
1.0.1
patch
Dependencies (38)
+ 30 more |
|
1.0.0
initial
|
1.0.0
initial
Dependencies (38)
+ 30 more |