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