HMM Procedure

SMOOTH Statement

  • SMOOTH option;

The SMOOTH statement specifies options that are related to the smoothing problem, which is to find the probability distribution of the state, conditional on all available observations. You can specify the following option:

OUT=libref.data-table

writes the smoothing results to the specified output data table. libref.data-table is a two-level name, where libref refers to the library, and data-table specifies the name of the output data table. For more information about this two-level name, see the DATA= option and the section Using CAS Sessions and CAS Engine Librefs.

Last updated: November 24, 2025