statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.initialize_known¶
- SimulationSmoother.initialize_known(constant, stationary_cov)¶
Initialize the statespace model with known distribution for initial state.
These values are assumed to be known with certainty or else filled with parameters during, for example, maximum likelihood estimation.
- Parameters:¶
- constantarray_like
Known mean of the initial state vector.
- stationary_covarray_like
Known covariance matrix of the initial state vector.
Last update:
Dec 11, 2024