| Class | Description |
|---|---|
| Elliott2005DLM |
This class implements the Kalman filter model as in Elliott's paper.
|
| ElliottOnlineFilter |
It is important to note that this algorithm does not guarantee that
A > 0
0 < B < 1
Therefore, we need to check the outputs.
|
| Exception | Description |
|---|---|
| ElliottOnlineFilter.NoModelFitted |
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