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LinearGaussian package

Linear-Gaussian state-space model. The delayed sampling feature of Birch automatically results in a Kalman filter being applied to this model.


This package is open source software.

It is licensed under the Apache License, Version 2.0 (the "License"); you may not use it except in compliance with the License. You may obtain a copy of the License at

Getting started

To build, use:

birch build

To run, use:

birch sample --config config/linear_gaussian.json