statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.clone

SimulationSmoother.clone(endog, **kwargs)

Clone a state space representation while overriding some elements

Parameters:
endogarray_like

An observed time-series process \(y\).

**kwargs

Keyword arguments to pass to the new state space representation model constructor. Those that are not specified are copied from the specification of the current state space model.

Returns:
Representation

Notes

If some system matrices are time-varying, then new time-varying matrices must be provided.


Last update: Feb 28, 2024