cuthbertlib: Atomic modules for cuthbert

A collection of atomic, smaller-scoped tools useful for state-space model inference. This package contains the building blocks that power the main cuthbert package.

For more information, including installation and contributing guidelines, see the main cuthbert README.

• Discrete hidden Markov models
• Ensemble Kalman Filter
• Kalman filtering and smoothing
• Linear algebra
• Linearization with autodiff
• Quadrature methods
• Resampling
• Sequential Monte Carlo
• Statistics Utilities
• Types