statsmodels.regression.recursive_ls.RecursiveLS.set_stability_method

method

RecursiveLS.set_stability_method(stability_method=None, **kwargs)

Set the numerical stability method

The Kalman filter is a recursive algorithm that may in some cases suffer issues with numerical stability. The stability method controls what, if any, measures are taken to promote stability.

Parameters

stability_methodinteger, optional

Bitmask value to set the stability method to. See notes for details.

**kwargs

Keyword arguments may be used to influence the stability 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.