statsmodels.tsa.statespace.kalman_smoother.KalmanSmoother.memory_options

KalmanSmoother.memory_options = ['memory_store_all', 'memory_no_forecast_mean', 'memory_no_forecast_cov', 'memory_no_forecast', 'memory_no_predicted_mean', 'memory_no_predicted_cov', 'memory_no_predicted', 'memory_no_filtered_mean', 'memory_no_filtered_cov', 'memory_no_filtered', 'memory_no_likelihood', 'memory_no_gain', 'memory_no_smoothing', 'memory_no_std_forecast', 'memory_conserve']

Last update: Apr 12, 2024