statsmodels.tsa.statespace.kalman_smoother.KalmanSmoother.smooth¶
-
KalmanSmoother.
smooth
(smoother_output=None, smooth_method=None, results=None, run_filter=True, prefix=None, complex_step=False, **kwargs)[source]¶ 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