KalmanSmoother#

class pymc_experimental.statespace.filters.KalmanSmoother(mode: str | None = None)[source]#

Kalman Smoother

__init__(mode: str | None = None)[source]#

Methods

__init__([mode])

build_graph(T, R, Q, filtered_states, ...[, ...])

predict(a, P, T, R, Q)

smoother_step(*args)

unpack_args(args)

The order of inputs to the inner scan function is not known, since some, all, or none of the input matrices can be time varying.