statsmodels.tsa.statespace.tools.validate_matrix_shape

statsmodels.tsa.statespace.tools.validate_matrix_shape(name, shape, nrows, ncols, nobs)[source]

Validate the shape of a possibly time-varying matrix, or raise an exception

Parameters:
  • name (str) – The name of the matrix being validated (used in exception messages)
  • shape (array_like) – The shape of the matrix to be validated. May be of size 2 or (if the matrix is time-varying) 3.
  • nrows (int) – The expected number of rows.
  • ncols (int) – The expected number of columns.
  • nobs (int) – The number of observations (used to validate the last dimension of a time-varying matrix)
Raises:

ValueError – If the matrix is not of the desired shape.