statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.smooth¶
-
SimulationSmoother.smooth(smoother_output=
None
, smooth_method=None
, results=None
, run_filter=True
, prefix=None
, complex_step=False
, update_representation=True
, update_filter=True
, update_smoother=True
, **kwargs)¶ Apply the Kalman smoother to the statespace model.
- Parameters:¶
- smoother_output
int
,optional
Determines which Kalman smoother output calculate. Default is all (including state, disturbances, and all covariances).
- results
class
orobject
,optional
If a class, then that class is instantiated and returned with the result of both filtering and smoothing. If an object, then that object is updated with the smoothing data. If None, then a SmootherResults object is returned with both filtering and smoothing results.
- run_filterbool,
optional
Whether or not to run the Kalman filter prior to smoothing. Default is True.
- prefix
str
The prefix of the datatype. Usually only used internally.
- smoother_output
- Returns:¶
SmootherResults
object
Last update:
Dec 23, 2024