LinearGaussianStateSpace

class pymc_extras.statespace.filters.LinearGaussianStateSpace(name, a0, P0, c, d, T, Z, R, H, Q, *, steps, k_endog=None, sequence_names=None, append_x0=True, method='svd', **kwargs)

Linear Gaussian Statespace distribution

__init__()

Methods

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

Attributes

rv_op
rv_type