RecursiveLS.set_filter_method()

statsmodels.regression.recursive_ls.RecursiveLS.set_filter_method

RecursiveLS.set_filter_method(filter_method=None, **kwargs)

Set the filtering method

The filtering method controls aspects of which Kalman filtering approach will be used.

Parameters:

Parameters:	filter_method : integer, optional Bitmask value to set the filter method to. See notes for details. **kwargs Keyword arguments may be used to influence the filter method by setting individual boolean flags. See notes for details.

filter_method : integer, optional

Bitmask value to set the filter method to. See notes for details.

**kwargs

Keyword arguments may be used to influence the filter method by setting individual boolean flags. See notes for details.