Skip to content
logo
statsmodels 0.15.0 (+522)
statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.simulator
Initializing search
    statsmodels
    statsmodels
    • Installing statsmodels
    • Getting started
    • User Guide
      • Background
      • Regression and Linear Models
      • Time Series Analysis
        • Time Series analysis tsa
        • Time Series Analysis by State Space Methods statespace
          • Models and Estimation
          • Output and postestimation methods and attributes
          • Low-level state space representation and Kalman filtering
            • statsmodels.tsa.statespace.representation.Representation
            • statsmodels.tsa.statespace.representation.FrozenRepresentation
            • statsmodels.tsa.statespace.kalman_filter.KalmanFilter
            • statsmodels.tsa.statespace.kalman_filter.FilterResults
            • statsmodels.tsa.statespace.kalman_filter.PredictionResults
            • statsmodels.tsa.statespace.kalman_smoother.KalmanSmoother
            • statsmodels.tsa.statespace.kalman_smoother.SmootherResults
            • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother
              • Cstatsmodels.tsa.statespace.simulation_smoother.SimulationSmoother
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.bind
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.clone
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.diff_endog
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.extend
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.filter
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.fixed_scale
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.get_simulation_output
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.impulse_responses
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.initialize
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.initialize_approximate_diffuse
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.initialize_components
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.initialize_diffuse
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.initialize_known
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.initialize_stationary
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.loglike
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.loglikeobs
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.set_conserve_memory
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.set_filter_method
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.set_filter_timing
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.set_inversion_method
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.set_smooth_method
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.set_smoother_output
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.set_stability_method
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.simulate
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.simulation_smoother
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.simulator
                  • MSimulationSmoother.simulator
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.smooth
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.conserve_memory
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.design
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.dtype
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.endog
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.filter_augmented
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.filter_chandrasekhar
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.filter_collapsed
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.filter_concentrated
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.filter_conventional
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.filter_exact_initial
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.filter_extended
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.filter_method
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.filter_methods
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.filter_square_root
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.filter_timing
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.filter_univariate
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.filter_unscented
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.inversion_method
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.inversion_methods
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.invert_cholesky
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.invert_lu
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.invert_univariate
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.memory_conserve
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.memory_no_filtered
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.memory_no_filtered_cov
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.memory_no_filtered_mean
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.memory_no_forecast
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.memory_no_forecast_cov
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.memory_no_forecast_mean
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.memory_no_gain
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.memory_no_likelihood
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.memory_no_predicted
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.memory_no_predicted_cov
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.memory_no_predicted_mean
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.memory_no_smoothing
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.memory_no_std_forecast
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.memory_options
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.memory_store_all
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.obs
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.obs_cov
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.obs_intercept
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.prefix
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.selection
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.simulation_outputs
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.smooth_alternative
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.smooth_classical
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.smooth_conventional
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.smooth_method
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.smooth_methods
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.smooth_univariate
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.smoother_all
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.smoother_disturbance
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.smoother_disturbance_cov
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.smoother_output
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.smoother_outputs
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.smoother_state
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.smoother_state_autocov
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.smoother_state_cov
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.solve_cholesky
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.solve_lu
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.stability_force_symmetry
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.stability_method
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.stability_methods
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.state_cov
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.state_intercept
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.time_invariant
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.timing_init_filtered
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.timing_init_predicted
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.timing_options
                • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.transition
            • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoothResults
            • statsmodels.tsa.statespace.cfa_simulation_smoother.CFASimulationSmoother
          • Statespace Tools
        • Vector Autoregressions tsa.vector_ar
      • Other Models
      • Statistics and Tools
      • Data Sets
      • Sandbox
    • Examples
    • API Reference
    • About statsmodels
    • Developer Page
    • Release Notes
    • MSimulationSmoother.simulator

    statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.simulator¶

    SimulationSmoother.simulator(nsimulations, random_state=None)[source]¶
    Last update: Nov 14, 2024
    Previous statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.simulation_smoother
    Next statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.smooth
    © Copyright 2009-2023, Josef Perktold, Skipper Seabold, Jonathan Taylor, statsmodels-developers.
    Created using Sphinx 7.3.7. and Sphinx-Immaterial