statsmodels.tsa.statespace.representation.Representation.initialize_known#
- Representation.initialize_known(constant, stationary_cov)[source]#
Initialize the statespace model with a known distribution for the initial state
These values are assumed to be known with certainty or else filled with parameters during, for example, maximum likelihood estimation.
- Parameters:
- constantarray_like
Known mean of the initial state vector.
- stationary_covarray_like
Known covariance matrix of the initial state vector.