- KalmanSmoother.smooth(smoother_output=None, smooth_method=None, results=None, run_filter=True, prefix=None, complex_step=False, update_representation=True, update_filter=True, update_smoother=True, **kwargs)[source]¶
Apply the Kalman smoother to the statespace model.
Determines which Kalman smoother output calculate. Default is all (including state, disturbances, and all covariances).
If a class, then that class is instantiated and returned with the result of both filtering and smoothing. If an object, then that object is updated with the smoothing data. If None, then a SmootherResults object is returned with both filtering and smoothing results.
Whether or not to run the Kalman filter prior to smoothing. Default is True.
The prefix of the datatype. Usually only used internally.