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Update with JSS publication details.
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davidakelley committed Oct 31, 2022
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Estimation and inference on state space models that allow for mixed-frequency time series data.

For an introduction to mixed-frequency state space modeling see "[A Practitioner's Guide and Matlab Toolbox for Mixed Frequency State Space Models](A_Practitioners_Guide_and_Matlab_Toolbox_for_Mixed_Frequency_State_Space_Models.pdf)" by Scott Brave, Andrew Butters, and David Kelley.
For an introduction to mixed-frequency state space modeling see "[A Practitioner's Guide and Matlab Toolbox for Mixed Frequency State Space Models](https://doi.org/10.18637/jss.v104.i10)" by Scott Brave, Andrew Butters, and David Kelley.

## Installation

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This library uses [Armadillo](http://arma.sourceforge.net/).

If you use this toolbox in preparing a publication, please cite "A Practitioner's Guide and Matlab Toolbox for Mixed Frequency State Space Models" by Scott Brave, Andrew Butters, and David Kelley. For details on any references in the code, see this publication.
If you use this toolbox in preparing a publication, please cite

Scott A. Brave, R. Andrew Butters, David Kelley (2022). A Practitioner's Guide and MATLAB Toolbox for Mixed Frequency State Space Models, _Journal of Statistical Software_, 104(10). doi:10.18637/jss.v104.i10

For details on any references in the code, see this publication.

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