statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.simulator#
- SimulationSmoother.simulator(nsimulations, rng=None)[source]#
Retrieve a simulator for the statespace model
- Parameters:
- nsimulations
int The number of observations to simulate.
- rng{
None,int,numpy.random.Generator,numpy.random.RandomState},optional If rng is None or an int, a new
Generatoris created (seeded with rng if an int is given). If rng is already aGeneratororRandomStateinstance, that instance is used.
- nsimulations
- Returns:
SimulationSmoothResultsObject holding the output of the simulation smoother.