Python implementation of the context tree weighting (CTW) method for sequential probability assignment of M-ary sequences with the option of including L-ary (with L and M not necessary being equal) side information. See ctw-usage.ipynb for example use cases of the provided CTW class.
For more on context tree weighting see this paper
For a description of the efficient updating implementation see Chapter 5 of this follow up paper
For more information about CTW with stale side information see this paper
For a Matlab implementation that provided much guidance see here