statsmodels.regression.recursive_ls.RecursiveLS.set_conserve_memory¶
- RecursiveLS.set_conserve_memory(conserve_memory=None, **kwargs)¶
Set the memory conservation method
By default, the Kalman filter computes a number of intermediate matrices at each iteration. The memory conservation options control which of those matrices are stored.
- Parameters:
- conserve_memory
int,optional Bitmask value to set the memory conservation method to. See notes for details.
- **kwargs
Keyword arguments may be used to influence the memory conservation method by setting individual boolean flags.
- conserve_memory
Notes
This method is rarely used. See the corresponding function in the KalmanFilter class for details.