HMM Procedure
The FILTER statement solves the filtering problem, which is to find the probability distribution of the current state, conditional on the observations that precede and include the current observation. You can specify the following option:
-
OUT=libref.data-table
writes the filtering 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: July 09, 2026