KalmanSmoother#

class pymc_extras.statespace.filters.KalmanSmoother[source]#

Kalman Smoother

__init__()[source]#

Methods

__init__()

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.