Importance Sampling for State Space Models (isssm)

written in jax

Install

Option 1: Install from PyPI (for users)

pip install isssm

Option 2: Development Setup with uv (for contributors)

This project uses uv for dependency management and virtual environments.

1. Install uv (if not already installed):

   # On macOS/Linux
   curl -LsSf https://astral.sh/uv/install.sh | sh
   
   # On Windows
   powershell -c "irm https://astral.sh/uv/install.ps1 | iex"

2. Clone the repository:

   git clone https://github.com/stefanheyder/isssm.git
   cd isssm

3. Create a virtual environment:

   uv venv

4. Activate the virtual environment:

   # On macOS/Linux
   source .venv/bin/activate
   
   # On Windows
   .venv\Scripts\activate

5. Install the package in development mode:

   uv pip install -e ".[dev]"

How to use

Please check out the documentation for details and examples.

For the mathematics and further details, please have a look at my PhD thesis.

Development Workflow with nbdev

This project uses nbdev for literate programming. Here’s how to work with it:

1. Edit notebooks in the nbs/ directory:

   All development happens in Jupyter notebooks in the nbs/ directory.

2. Export your changes to Python modules:

   nbdev_export

3. Build the documentation:

   nbdev_docs

4. Preview the documentation locally:

   nbdev_preview