statsmodels.tsa.statespace.simulation_smoother.SimulationSmoothResults.simulate¶
-
SimulationSmoothResults.
simulate
(simulation_output=-1, disturbance_variates=None, initial_state_variates=None, pretransformed_variates=False)[source]¶ Perform simulation smoothing
Does not return anything, but populates the object’s simulated_* attributes, as specified by simulation output.
- Parameters
- simulation_output
int
,optional
Bitmask controlling simulation output. Default is to use the simulation output defined in object initialization.
- disturbance_variates
array_likes
,optional
Random values to use as disturbance variates, distributed standard Normal. Usually only specified if results are to be replicated (e.g. to enforce a seed) or for testing. If not specified, random variates are drawn.
- initial_state_variates
array_likes
,optional
Random values to use as initial state variates. Usually only specified if results are to be replicated (e.g. to enforce a seed) or for testing. If not specified, random variates are drawn.
- simulation_output