statsmodels.tsa.statespace.kalman_filter.KalmanFilter.fixed_scale¶
- KalmanFilter.fixed_scale(scale)[source]¶
Context manager for fixing the scale when FILTER_CONCENTRATED is set
- Parameters:
- scale
numeric Scale of the model.
- scale
Notes
This a no-op if scale is None.
This context manager is most useful in models which are explicitly concentrating out the scale, so that the set of parameters they are estimating does not include the scale.