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Time Series Analysis by State Space Methods
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statsmodels.tsa.statespace.kalman_filter.KalmanFilter
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statsmodels.tsa.statespace.kalman_filter.KalmanFilter.filter_collapsed
statsmodels.tsa.statespace.kalman_filter.KalmanFilter.filter_collapsed
¶
KalmanFilter.
filter_collapsed
=
False
¶
(bool) Flag for Kalman filtering with collapsed observation vector.
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Time Series Analysis by State Space Methods
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statsmodels.tsa.statespace.kalman_filter.KalmanFilter
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statsmodels.tsa.statespace.kalman_filter.KalmanFilter.filter_collapsed