DLMAX Documentation

DLMAX is a JAX-based library for dynamic linear models with dynamic model averaging. These pages cover installation, a quick start, and the core concepts behind the library.

Note

DLMAX is under active development ahead of its first public release. These docs will grow alongside it.

Where to start

• Installation — getting DLMAX into your environment.
• Quick start — fit your first model and produce a forecast.
• Dynamic linear models — the modelling framework.
• Dynamic model averaging — combining a universe of models.