statsmodels.tsa.statespace.dynamic_factor_mq.DynamicFactorMQ.set_inversion_method¶
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DynamicFactorMQ.set_inversion_method(inversion_method=None, **kwargs)¶ 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.