classmethod KalmanFilter.R(params, r, k, q, p)
[source]
The coefficient matrix for the state vector in the observation equation.
Its dimension is r+k x 1.
Parameters: |
|
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Durbin and Koopman Section 3.7.
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.kalmanf.kalmanfilter.KalmanFilter.R.html