Add Multivariate (E)SST to the available algorithms#7

Merged

Lucew merged 12 commits into

Jun 9, 2026

Commits on Apr 29, 2026

Commits on Apr 30, 2026

Commits on May 4, 2026

fix bug with ika-msst, where the initial future vector was too small
Lucas
committed
add some smoke tests to msst and messt tests that simply run the methods
Lucas
committed

Commits on May 12, 2026

add symmetric sst score
Lucas
committed
allow fast Hankel for symmetric scoring
Lucas
committed
fix scoring of symmetric
Lucas
committed

Commits on Jun 9, 2026

add multivariate SST
Lucas
committed