LinearGaussianSSM.simulation_smoother#

LinearGaussianSSM.simulation_smoother(y, *, n_sims=1, seed=None)[source]#

Draw states from p(alpha | y) via the Durbin-Koopman (2002) smoother.

Return type:: NDArray[double]
Returns:: An array of shape (n_sims, n, m) of state draws.

API reference

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Examples

Research workflows on live FRED data, from identification to forecast evaluation, as scripts and notebooks.

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Get cultivars

Pre-releases are published to PyPI and announced on GitHub Releases. Pin the exact version in anything that must not move.

pip install --pre cultivars==1.0.0a4

© 2026, Nikhil Sunder. Released under the MIT License. cultivars is an independent open-source project and is not affiliated with the Federal Reserve Bank of St. Louis; FRED® is a registered trademark of the Federal Reserve Bank of St. Louis.

cultivars 1.0.0a4 · updated 2026-10-13 · built with Sphinx 9.1.0 and the PyData Sphinx Theme