SARIMAX.set_stability_method(stability_method=None, **kwargs)
Set the numerical stability method
The Kalman filter is a recursive algorithm that may in some cases suffer issues with numerical stability. The stability method controls what, if any, measures are taken to promote stability.
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_stability_method.html