SARIMAX.set_conserve_memory(conserve_memory=None, **kwargs)
Set the memory conservation method
By default, the Kalman filter computes a number of intermediate matrices at each iteration. The memory conservation options control which of those matrices are stored.
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.sarimax.SARIMAX.set_conserve_memory.html