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:
Oct 29, 2024