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 or the paper,

Law, J., Wilkinson, D.J. Composable models for online Bayesian analysis of streaming data. Stat Comput 28, 1119–1137 (2018). https://doi.org/10.1007/s11222-017-9783-1

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"

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