Julia library for fitting and analyzing state space models. Provides efficient implementations of various SSMs including the canonical Gaussian LDS (Kalman Filter/Smoother), Poisson LDS, HMMs, etc. Check out the documentation below!

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2 Open Issues Need Help Last updated: Nov 15, 2025

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AI Summary: This issue proposes either changing the default Poisson link function to softplus or making softplus available as an alternative. The primary motivation for this change is to improve the numerical stability of the model.

Complexity: 4/5
enhancement help wanted good first issue

Julia library for fitting and analyzing state space models. Provides efficient implementations of various SSMs including the canonical Gaussian LDS (Kalman Filter/Smoother), Poisson LDS, HMMs, etc. Check out the documentation below!

Julia
Add Bernoulli LDS. about 1 hour ago

AI Summary: This GitHub issue proposes adding the Bernoulli Linear Dynamical System (LDS) model. It highlights this as another classic and important LDS variant that should be implemented into the project.

Complexity: 4/5
enhancement help wanted good first issue

Julia library for fitting and analyzing state space models. Provides efficient implementations of various SSMs including the canonical Gaussian LDS (Kalman Filter/Smoother), Poisson LDS, HMMs, etc. Check out the documentation below!

Julia