statsmodels.tsa.statespace.dynamic_factor.DynamicFactor.set_filter_method

DynamicFactor.set_filter_method(filter_method=None, **kwargs)

Set the filtering method

The filtering method controls aspects of which Kalman filtering approach will be used.

Parameters:

• filter_method (integer, optional) – Bitmask value to set the filter method to. See notes for details.
• **kwargs – Keyword arguments may be used to influence the filter method by setting individual boolean flags. See notes for details.

Notes

This method is rarely used. See the corresponding function in the KalmanFilter class for details.