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0.4.1
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@neerajprad neerajprad released this 19 Aug 21:14
· 812 commits to dev since this release
0.4.1
d613f50

New Features:

  • *HMM.filter() methods for forecasting.
  • Support for Independent(Normal) observations in GaussianHMM.

Fixes:

  • Fix for HMC / NUTS to handle errors arising from numerical issues when computing Cholesky decomposition.
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