{"action":"created","issue":{"url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2434","labels_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2434/labels{/name}","comments_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2434/comments","events_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2434/events","html_url":"https://github.com/statsmodels/statsmodels/pull/2434","id":84691584,"number":2434,"title":"ENH: Statespace: Add Kalman smoother","user":{"login":"ChadFulton","id":280864,"avatar_url":"https://avatars.githubusercontent.com/u/280864?v=3","gravatar_id":"","url":"https://api.github.com/users/ChadFulton","html_url":"https://github.com/ChadFulton","followers_url":"https://api.github.com/users/ChadFulton/followers","following_url":"https://api.github.com/users/ChadFulton/following{/other_user}","gists_url":"https://api.github.com/users/ChadFulton/gists{/gist_id}","starred_url":"https://api.github.com/users/ChadFulton/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/ChadFulton/subscriptions","organizations_url":"https://api.github.com/users/ChadFulton/orgs","repos_url":"https://api.github.com/users/ChadFulton/repos","events_url":"https://api.github.com/users/ChadFulton/events{/privacy}","received_events_url":"https://api.github.com/users/ChadFulton/received_events","type":"User","site_admin":false},"labels":[{"url":"https://api.github.com/repos/statsmodels/statsmodels/labels/comp-tsa","name":"comp-tsa","color":"ededed"}],"state":"open","locked":false,"assignee":null,"milestone":{"url":"https://api.github.com/repos/statsmodels/statsmodels/milestones/9","html_url":"https://github.com/statsmodels/statsmodels/milestones/0.8","labels_url":"https://api.github.com/repos/statsmodels/statsmodels/milestones/9/labels","id":930392,"number":9,"title":"0.8","description":"","creator":{"login":"josef-pkt","id":440735,"avatar_url":"https://avatars.githubusercontent.com/u/440735?v=3","gravatar_id":"","url":"https://api.github.com/users/josef-pkt","html_url":"https://github.com/josef-pkt","followers_url":"https://api.github.com/users/josef-pkt/followers","following_url":"https://api.github.com/users/josef-pkt/following{/other_user}","gists_url":"https://api.github.com/users/josef-pkt/gists{/gist_id}","starred_url":"https://api.github.com/users/josef-pkt/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/josef-pkt/subscriptions","organizations_url":"https://api.github.com/users/josef-pkt/orgs","repos_url":"https://api.github.com/users/josef-pkt/repos","events_url":"https://api.github.com/users/josef-pkt/events{/privacy}","received_events_url":"https://api.github.com/users/josef-pkt/received_events","type":"User","site_admin":false},"open_issues":160,"closed_issues":4,"state":"open","created_at":"2015-01-11T13:17:39Z","updated_at":"2015-07-16T05:09:03Z","due_on":null,"closed_at":null},"comments":11,"created_at":"2015-06-03T17:58:03Z","updated_at":"2015-07-17T00:11:27Z","closed_at":null,"pull_request":{"url":"https://api.github.com/repos/statsmodels/statsmodels/pulls/2434","html_url":"https://github.com/statsmodels/statsmodels/pull/2434","diff_url":"https://github.com/statsmodels/statsmodels/pull/2434.diff","patch_url":"https://github.com/statsmodels/statsmodels/pull/2434.patch"},"body":"Adds pure python Kalman state and disturbance smoothers. Probably wouldn't have enough performance for use real use in estimation (e.g. EM or MCMC), but will be useful for people wanting to get smoothed output when parameters are estimated via MLE.\r\n\r\nAlso does not currently support smoothing in the case of missing data."},"comment":{"url":"https://api.github.com/repos/statsmodels/statsmodels/issues/comments/122134814","html_url":"https://github.com/statsmodels/statsmodels/pull/2434#issuecomment-122134814","issue_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2434","id":122134814,"user":{"login":"ChadFulton","id":280864,"avatar_url":"https://avatars.githubusercontent.com/u/280864?v=3","gravatar_id":"","url":"https://api.github.com/users/ChadFulton","html_url":"https://github.com/ChadFulton","followers_url":"https://api.github.com/users/ChadFulton/followers","following_url":"https://api.github.com/users/ChadFulton/following{/other_user}","gists_url":"https://api.github.com/users/ChadFulton/gists{/gist_id}","starred_url":"https://api.github.com/users/ChadFulton/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/ChadFulton/subscriptions","organizations_url":"https://api.github.com/users/ChadFulton/orgs","repos_url":"https://api.github.com/users/ChadFulton/repos","events_url":"https://api.github.com/users/ChadFulton/events{/privacy}","received_events_url":"https://api.github.com/users/ChadFulton/received_events","type":"User","site_admin":false},"created_at":"2015-07-17T00:11:27Z","updated_at":"2015-07-17T00:11:27Z","body":"Rebased again."}}