Methods for Kalman smoothing of the states. Function fast_smoother
computes only smoothed estimates of the states, and function
smoother
computes also smoothed variances.
fast_smoother(object, ...)smoother(object, ...)
Model object.
Ignored.
Matrix containing the smoothed estimates of states, or a list with the smoothed states and the variances.
For non-Gaussian models, the smoothing is based on the approximate Gaussian model.