1 Function reference

1.1 Filtering and Smoothing Functions

Functions to apply Kalman/information filters, smoothers and so on.

ql_L	Wrapper for the stacked-QL decompositon
kalman_filter	The standard Kalman Filter.

1.2 Integro-Difference Models in JAX

Classes and functions to perform simulation, fitting, filtering and prediction on IDEMs.

Kernel	Generic class defining a kernel, or a basis expansion of a kernel with
param_exp_kernel	Creates a kernel in the style of AZM’s R-IDE package. For details, see here
IdemParams	The parameters of an integro-differnce

1.3 Utilties

General classes and functions used to supplement the main package

Grid	A simple grid class to store (currently exclusively regular) grids, along
outer_op	Computes the outer operation of two vectors, a generalisation of the outer