statsmodels.tsa.statespace.varmax.VARMAX.set_conserve_memory

VARMAX.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:

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

Notes

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