statsmodels.tsa.statespace.kalman_smoother.KalmanSmoother.initialize¶

KalmanSmoother.initialize(initialization, approximate_diffuse_variance=None, constant=None, stationary_cov=None, a=None, Pstar=None, Pinf=None, A=None, R0=None, Q0=None)¶

Create an Initialization object if necessary