Composable POMP Models

This is a Scala library for inference and filtering of state space models with a continuous time latent state. The library relies on Akka Streams.

For library documentation, see the guide.

Quick Start

Using a build.sbt File

This release version of this library is built for Scala 2.12.1, add the following dependency to your build.sbt file in the project root.

libraryDependencies += "com.github.jonnylaw" %% "composablemodels" % "0.6.5"

Interactive Installation

If you want to play around with the library interactively, then run sbt and enter the following commands:

$ sbt
> set scalaVersion := "2.12.1"
> set libraryDependencies += "com.github.jonnylaw" %% "composablemodels" % "0.6.5"
> console