Abstract
In this chapter, the software package SSMMATLAB, developed by the author, is introduced. Many of the algorithms described in the book are programmed in SSMMATLAB and the links between these algorithms and the functions that implement them are given.
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Gómez, V. (2016). SSMMATLAB. In: Multivariate Time Series With Linear State Space Structure. Springer, Cham. https://doi.org/10.1007/978-3-319-28599-3_8
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DOI: https://doi.org/10.1007/978-3-319-28599-3_8
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