statsmodels.tsa.statespace.kalman_filter.FilterResults.update_representation

FilterResults.update_representation(model, only_options=False) [source]

Update the results to match a given model

Parameters:
  • model (Representation) – The model object from which to take the updated values.
  • only_options (boolean, optional) – If set to true, only the filter options are updated, and the state space representation is not updated. Default is False.

Notes

This method is rarely required except for internal usage.

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.statespace.kalman_filter.FilterResults.update_representation.html