Skip to content

LinearGaussian package

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

License

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 http://www.apache.org/licenses/LICENSE-2.0.

Getting started

To build, use:

birch build

To run, use:

birch sample --config config/linear_gaussian.json