Skip to content

statsmodels 0.14.4

statsmodels.tsa.statespace.kalman_smoother.KalmanSmoother.selection

v0.14.4
10.6k
3.3k

statsmodels.tsa.statespace.kalman_smoother.KalmanSmoother.selection¶

KalmanSmoother.selection = None¶: (array) Selection matrix: $R (k_s t a t e s \times k_p o s d e f \times n o b s)$

Last update: Oct 03, 2024