PyLDS is a project mainly written in Python, based on the GPL-3.0 license.
A Python module for performing learning and inference in Linear Dynamic Systems
This is a module for dealing with linear dynamical systems in Python.
The source code is found in src/ and unit tests are in test/.
The approach used is to treat the model as an object, then learning and inference routines are methods of the model object.
Licensed under the Gnu General Public License, see COPYING.