LinearGaussianStateSpace

class pymc_experimental.statespace.filters.LinearGaussianStateSpace(name, a0, P0, c, d, T, Z, R, H, Q, *, steps=None, mode=None, sequence_names=None, k_endog=None, **kwargs)

Linear Gaussian Statespace distribution

__init__()

Methods

__init__()
dist(a0, P0, c, d, T, Z, R, H, Q, *[, steps])	Creates a tensor variable corresponding to the cls distribution.

Attributes

rv_op
rv_type