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statsmodels.tsa.statespace.kalman_filter.FilterResults.update_filter

FilterResults.update_filter(kalman_filter) [source]

Update the filter results

Parameters: kalman_filter (statespace.kalman_filter.KalmanFilter) – The model object from which to take the updated values.

Notes

This method is rarely required except for internal usage.

© 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.statespace.kalman_filter.FilterResults.update_filter.html