classmethod KalmanFilter.T(params, r, k, p)
[source]
The coefficient matrix for the state vector in the state equation.
Its dimension is r+k x r+k.
Parameters: 


Durbin and Koopman Section 3.7.
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© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.kalmanf.kalmanfilter.KalmanFilter.T.html