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  • Installing
  • Getting started
  • User Guide
  • Examples
  • API Reference
  • About statsmodels
  • Developer Page
  • Release Notes
  • GitHub
  • PyPI
  • DOI

Section Navigation

  • endog, exog, what’s that?
  • Import Paths and Structure
  • Fitting models using R-style formulas
  • Pitfalls
  • Linear Regression
  • Generalized Linear Models
  • Generalized Estimating Equations
  • Generalized Additive Models (GAM)
  • Robust Linear Models
  • Linear Mixed Effects Models
  • Regression with Discrete Dependent Variable
  • Generalized Linear Mixed Effects Models
  • ANOVA
  • Other Models othermod
  • Time Series analysis tsa
  • Time Series Analysis by State Space Methods statespace
    • statsmodels.tsa.statespace.sarimax.SARIMAX
    • statsmodels.tsa.statespace.sarimax.SARIMAXResults
    • statsmodels.tsa.statespace.structural.UnobservedComponents
    • statsmodels.tsa.statespace.structural.UnobservedComponentsResults
    • statsmodels.tsa.statespace.varmax.VARMAX
    • statsmodels.tsa.statespace.varmax.VARMAXResults
    • statsmodels.tsa.statespace.dynamic_factor_mq.DynamicFactorMQ
    • statsmodels.tsa.statespace.dynamic_factor_mq.DynamicFactorMQResults
    • statsmodels.tsa.statespace.dynamic_factor.DynamicFactor
    • statsmodels.tsa.statespace.dynamic_factor.DynamicFactorResults
    • statsmodels.tsa.statespace.exponential_smoothing.ExponentialSmoothing
    • statsmodels.tsa.statespace.exponential_smoothing.ExponentialSmoothingResults
    • statsmodels.tsa.statespace.mlemodel.MLEModel
    • statsmodels.tsa.statespace.mlemodel.MLEResults
    • statsmodels.tsa.statespace.mlemodel.PredictionResults
    • statsmodels.tsa.statespace.news.NewsResults
    • statsmodels.tsa.statespace.representation.Representation
    • statsmodels.tsa.statespace.representation.FrozenRepresentation
    • statsmodels.tsa.statespace.kalman_filter.KalmanFilter
    • statsmodels.tsa.statespace.kalman_filter.FilterResults
    • statsmodels.tsa.statespace.kalman_filter.PredictionResults
    • statsmodels.tsa.statespace.kalman_smoother.KalmanSmoother
    • statsmodels.tsa.statespace.kalman_smoother.SmootherResults
      • statsmodels.tsa.statespace.kalman_smoother.SmootherResults.get_smoothed_decomposition
      • statsmodels.tsa.statespace.kalman_smoother.SmootherResults.news
      • statsmodels.tsa.statespace.kalman_smoother.SmootherResults.predict
      • statsmodels.tsa.statespace.kalman_smoother.SmootherResults.smoothed_state_autocovariance
      • statsmodels.tsa.statespace.kalman_smoother.SmootherResults.smoothed_state_gain
      • statsmodels.tsa.statespace.kalman_smoother.SmootherResults.update_filter
      • statsmodels.tsa.statespace.kalman_smoother.SmootherResults.update_representation
      • statsmodels.tsa.statespace.kalman_smoother.SmootherResults.update_smoother
      • statsmodels.tsa.statespace.kalman_smoother.SmootherResults.kalman_gain
      • statsmodels.tsa.statespace.kalman_smoother.SmootherResults.smoothed_forecasts
      • statsmodels.tsa.statespace.kalman_smoother.SmootherResults.smoothed_forecasts_error
      • statsmodels.tsa.statespace.kalman_smoother.SmootherResults.smoothed_forecasts_error_cov
      • statsmodels.tsa.statespace.kalman_smoother.SmootherResults.standardized_forecasts_error
    • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother
    • statsmodels.tsa.statespace.simulation_smoother.SimulationSmoothResults
    • statsmodels.tsa.statespace.cfa_simulation_smoother.CFASimulationSmoother
    • statsmodels.tsa.statespace.tools.companion_matrix
    • statsmodels.tsa.statespace.tools.diff
    • statsmodels.tsa.statespace.tools.is_invertible
    • statsmodels.tsa.statespace.tools.constrain_stationary_univariate
    • statsmodels.tsa.statespace.tools.unconstrain_stationary_univariate
    • statsmodels.tsa.statespace.tools.constrain_stationary_multivariate
    • statsmodels.tsa.statespace.tools.unconstrain_stationary_multivariate
    • statsmodels.tsa.statespace.tools.validate_matrix_shape
    • statsmodels.tsa.statespace.tools.validate_vector_shape
  • Vector Autoregressions tsa.vector_ar
  • Methods for Survival and Duration Analysis
  • Nonparametric Methods nonparametric
  • Generalized Method of Moments gmm
  • Other Models miscmodels
  • Multivariate Statistics multivariate
  • Statistics stats
  • Contingency tables
  • Multiple Imputation with Chained Equations
  • Treatment Effects treatment
  • Empirical Likelihood emplike
  • Distributions
  • Graphics
  • Input-Output iolib
  • Tools
  • Working with Large Data Sets
  • Optimization
  • The Datasets Package
  • Sandbox
  • User Guide
  • Time Series Analysis by State Space Methods statespace
  • statsmodels.tsa.statespace.kalman_smoother.SmootherResults
  • statsmodels.tsa.statespace.kalman_smoother.SmootherResults.kalman_gain

statsmodels.tsa.statespace.kalman_smoother.SmootherResults.kalman_gain#

property SmootherResults.kalman_gain#

Kalman gain matrices

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  • SmootherResults.kalman_gain
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