Description
=====

The glssm package is the **Gaussian Latent State Space Models** library for *Python*,
which can be used to fit the following models:

- Gaussian hidden Markov model with / without covariates

- Regularized vector autoregressive hidden Markov models

- Dynamic linear models

 
The sources of the project is located at:
   `Pypi <https://pypi.python.org/pypi/glssm>`__,
   `Github <https://github.com/Zekun-Jack-Xu/glssm>`__.

Requirements
------------

-  python 3.5
-  libraries: Cython, numpy, pandas, scipy,
 
Download & Install
------------------

After installing Numpy and Cython, you can install the package directly
from pypi.

::

    (env)$ python -m pip install numpy cython
    (env)$ python -m pip install glssm