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: |
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Returns: | |
Return type: |
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