Package tech.nmfin.meanreversion.elliott2005

Class Summary

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 Summary

Exception	Description
ElliottOnlineFilter.NoModelFitted