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statsmodels.tsa.statespace.kalman_filter.KalmanFilter.initialize
statsmodels.tsa.statespace.kalman_filter.KalmanFilter.initialize
¶
KalmanFilter.
initialize
(
initialization
,
approximate_diffuse_variance
=
None
,
constant
=
None
,
stationary_cov
=
None
)
¶
Create an Initialization object if necessary
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statsmodels.tsa.statespace.kalman_filter.KalmanFilter.initialize
KalmanFilter.initialize
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Time Series Analysis by State Space Methods
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statsmodels.tsa.statespace.kalman_filter.KalmanFilter.initialize