statsmodels.regression.recursive_ls.RecursiveLS.smooth¶
-
RecursiveLS.
smooth
(return_ssm=False, **kwargs)[source]¶ Kalman smoothing
- Parameters
params : array_like
Array of parameters at which to evaluate the loglikelihood function.
transformed : bool, optional
Whether or not params is already transformed. Default is True.
return_ssm : bool,optional
Whether or not to return only the state space output or a full results object. Default is to return a full results object.
cov_type : str, optional
See MLEResults.fit for a description of covariance matrix types for results object.
cov_kwds : dict or None, optional
See MLEResults.get_robustcov_results for a description required keywords for alternative covariance estimators
**kwargs
Additional keyword arguments to pass to the Kalman filter. See KalmanFilter.filter for more details.