statsmodels.tsa.statespace.kalman_filter.PredictionResults.update_filter

PredictionResults.update_filter(kalman_filter)

Update the filter results

Parameters:
kalman_filterstatespace.kalman_filter.KalmanFilter

The model object from which to take the updated values.

Notes

This method is rarely required except for internal usage.


Last update: Dec 14, 2023