KalmanSmoother.smooth()
statsmodels.tsa.statespace.kalman_smoother.KalmanSmoother.smooth
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KalmanSmoother.smooth(smoother_output=None, results=None, run_filter=True, prefix=None, complex_step=False, **kwargs)
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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 or object, 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_filter : bool, optional
Whether or not to run the Kalman filter prior to smoothing. Default is True.
prefix : string
The prefix of the datatype. Usually only used internally.
Returns: SmootherResults object
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.statespace.kalman_smoother.KalmanSmoother.smooth.html