statsmodels.tsa.statespace.dynamic_factor.DynamicFactor.set_smoother_output

method

DynamicFactor.set_smoother_output(smoother_output=None, **kwargs)

Set the smoother output

The smoother can produce several types of results. The smoother output variable controls which are calculated and returned.

Parameters

smoother_outputinteger, optional

Bitmask value to set the smoother output to. See notes for details.

**kwargs

Keyword arguments may be used to influence the smoother output by setting individual boolean flags.

Notes

This method is rarely used. See the corresponding function in the KalmanSmoother class for details.