statsmodels.tsa.statespace.simulation_smoother.SimulationSmoother.simulator

SimulationSmoother.simulator(nsimulations, rng=None)

Retrieve a simulator for the statespace model

Parameters:

nsimulationsint

The number of observations to simulate.

rngint, array_like of int, numpy.random.Generator, or numpy.random.RandomState, optional

If rng is None, a new Generator is created using fresh entropy from the operating system. If rng is an int or array of ints, a new Generator is created, seeded with rng. If rng is already a Generator or RandomState instance, that instance is used.

Returns:

SimulationSmoothResults

Object holding the output of the simulation smoother.