The book is written as a collection of IPython Notebooks, an interactive, browser based system that allows you to combine text, Python, and math into your browser. Github is able to render the ...

R_i(t) = alpha_i + beta_i(t) * R_SPY(t) + epsilon_i(t) State: x = [beta_i, alpha_i] Design: H = [R_SPY, 1 ] Process: x_t = x_{t-1} + w_t, w_t ~ N(0, Q) Obs: y_t = H_t ...

[Jcparkyn] clearly had an interesting topic for their thesis project, and was conscientious enough to write up a chunk of it and release it to the wild. The project in question is a digital pen that ...