Chase Coleman

Just a quick note to keep in mind. The Numba [docs](http://numba.pydata.org/numba-doc/0.18.2/reference/numpysupported.html#random) say: > Numba supports top-level functions from the numpy.random module, but does not allow you to create individual RandomState...

I also think this is a reasonable thing to do. If you wanted to make sure you going from `LSS` to `Kalman` was low cost then one natural thing to...

Excellent -- That sounds like a great place to find a test for the code :) Many thanks for putting this together and for addressing the "nitpicks" that I have.