statsmodels.tsa.statespace.mlemodel.MLEModel.set_inversion_method¶
-
MLEModel.
set_inversion_method
(inversion_method=None, **kwargs)[source]¶ Set the inversion method
The Kalman filter may contain one matrix inversion: that of the forecast error covariance matrix. The inversion method controls how and if that inverse is performed.
- Parameters
- inversion_method
int
,optional
Bitmask value to set the inversion method to. See notes for details.
- **kwargs
Keyword arguments may be used to influence the inversion method by setting individual boolean flags. See notes for details.
- inversion_method
Notes
This method is rarely used. See the corresponding function in the KalmanFilter class for details.