statsmodels.tsa.statespace.kalman_filter.KalmanFilter.clone¶
- KalmanFilter.clone(endog, **kwargs)¶
Clone a state space representation while overriding some elements
- Parameters:¶
- endogarray_like
An observed time-series process \(y\).
- **kwargs
Keyword arguments to pass to the new state space representation model constructor. Those that are not specified are copied from the specification of the current state space model.
- Returns:¶
Representation
Notes
If some system matrices are time-varying, then new time-varying matrices must be provided.
Last update:
Oct 29, 2024