statsmodels.tsa.statespace.kalman_filter.KalmanFilter.initialize

KalmanFilter.initialize(initialization, approximate_diffuse_variance=None, constant=None, stationary_cov=None, a=None, Pstar=None, Pinf=None, A=None, R0=None, Q0=None)

Create an Initialization object if necessary


Last update: Mar 18, 2024