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:
Jun 10, 2024