This code accompanies the following paper:

Install the library including all dependencies with.

pip install -e ".[test,visualization,ssm_gpy,ssm_pytroch]"

test for the testing tools. visualization for visualizations such as matplotlib. ssm_gpy and ssm_pytorch for state space models based on GPy or PyTorch, respectively.

Experiments can be run using the experiments/run.py script.

Test can be run using pytest. There are also more sophisticated style tests in scripts/test_code.sh.