e</code>.</p></li>
</ol>
<div class="section level2">
<h2 id="kalman-filters">Kalman Filters<a class="anchor" aria-label="anchor" href="#kalman-filters"></a>
</h2>
<p>The package is currently mostly tailored towards the Kalman Filter. The advantages of the methods are:</p>
<ol style="list-style-type: decimal">
<li><p>The hessian of the likelihood function (w.r.t parameters) is available.</p></li>
<li><p>The model residuals are easier to compute for e.g. model validation.</p></li>
<li><p>Multi-step predicti