KalmanFilter.set_filter_method(filter_method=None, **kwargs)
[source]
Set the filtering method
The filtering method controls aspects of which Kalman filtering approach will be used.
Parameters: 


The filtering method is defined by a collection of boolean flags, and is internally stored as a bitmask. The methods available are:
Note that only the first method is available if using a Scipy version older than 0.16.
If the bitmask is set directly via the filter_method
argument, then the full method must be provided.
If keyword arguments are used to set individual boolean flags, then the lowercase of the method must be used as an argument name, and the value is the desired value of the boolean flag (True or False).
Note that the filter method may also be specified by directly modifying the class attributes which are defined similarly to the keyword arguments.
The default filtering method is FILTER_CONVENTIONAL.
>>> mod = sm.tsa.statespace.SARIMAX(range(10)) >>> mod.ssm.filter_method 1 >>> mod.ssm.filter_conventional True >>> mod.ssm.filter_univariate = True >>> mod.ssm.filter_method 17 >>> mod.ssm.set_filter_method(filter_univariate=False, ... filter_collapsed=True) >>> mod.ssm.filter_method 33 >>> mod.ssm.set_filter_method(filter_method=1) >>> mod.ssm.filter_conventional True >>> mod.ssm.filter_univariate False >>> mod.ssm.filter_collapsed False >>> mod.ssm.filter_univariate = True >>> mod.ssm.filter_method 17
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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.statespace.kalman_filter.KalmanFilter.set_filter_method.html