DynamicFactor.set_filter_method(filter_method=None, **kwargs)
Set the filtering method
The filtering method controls aspects of which Kalman filtering approach will be used.
Parameters: |
|
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This method is rarely used. See the corresponding function in the KalmanFilter
class for details.
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© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.statespace.dynamic_factor.DynamicFactor.set_filter_method.html