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# Typical imports
from cpython cimport PyCObject_AsVoidPtr
import numpy as np
cimport numpy as np
cimport cython
# BLAS / LAPACK functions
from blas_lapack cimport *
from scipy.linalg import blas, lapack
@ChadFulton
ChadFulton / inversion.ipynb
Last active August 29, 2015 14:03
Python vs Cython - Timings
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@ChadFulton
ChadFulton / _dStatespace.html
Last active August 29, 2015 14:03
Literate Programming Output: _statespace
<!DOCTYPE html>
<html>
<head>
<meta http-equiv="content-type" content="text/html;charset=utf-8">
<title>_statespace.pyx</title>
<style>
/*--------------------- Layout and Typography ----------------------------*/
body {
font-family: 'Palatino Linotype', 'Book Antiqua', Palatino, FreeSerif, serif;
font-size: 16px;
@ChadFulton
ChadFulton / statespace_arma33.ipynb
Created July 7, 2014 21:48
Example: Statespace ARMA(3,3)
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@ChadFulton
ChadFulton / durbin_koopman
Created August 13, 2014 08:45
SARIMAX - Durbin and Koopman Example
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"nbformat": 3,
"nbformat_minor": 0,
"worksheets": [
{
"cells": [
@ChadFulton
ChadFulton / rls.ipynb
Last active August 29, 2015 14:05
RLS
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@ChadFulton
ChadFulton / python_state_space.ipynb
Last active August 29, 2015 14:08
Python Statespace Models
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@ChadFulton
ChadFulton / sspace_transfer.ipynb
Last active August 29, 2015 14:19
Statespace - Transfer Function
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@ChadFulton
ChadFulton / OOP - OLS Example
Last active August 29, 2015 14:20
OLS with OOP
{
"cells": [
{
"cell_type": "code",
"execution_count": 5,
"metadata": {
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},
"outputs": [],
"source": [
@ChadFulton
ChadFulton / Estimate AR persistence jointly.ipynb
Created May 29, 2015 20:20
Estimate AR persistence jointly
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