statsmodels.tsa.statespace.varmax.VARMAX.set_conserve_memory¶
-
VARMAX.set_conserve_memory(conserve_memory=
None
, **kwargs)¶ Set the memory conservation method
By default, the Kalman filter computes a number of intermediate matrices at each iteration. The memory conservation options control which of those matrices are stored.
- Parameters:¶
- conserve_memory
int
,optional
Bitmask value to set the memory conservation method to. See notes for details.
- **kwargs
Keyword arguments may be used to influence the memory conservation method by setting individual boolean flags.
- conserve_memory
Notes
This method is rarely used. See the corresponding function in the KalmanFilter class for details.
Last update:
Oct 29, 2024