statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.filter_methods

SimulationSmoother.filter_methods = ['filter_conventional', 'filter_exact_initial', 'filter_augmented', 'filter_square_root', 'filter_univariate', 'filter_collapsed', 'filter_extended', 'filter_unscented', 'filter_concentrated', 'filter_chandrasekhar']

Last update: Feb 28, 2024