4.8.6.3.1. statsmodels.tsa.kalmanf.kalmanfilter.chain_dot¶

statsmodels.tsa.kalmanf.kalmanfilter.chain_dot(*arrs)[source]¶

Returns the dot product of the given matrices.

Parameters:	arrs: argument list of ndarray
Returns:	Dot product of all arguments.

Examples

>>> import numpy as np
>>> from statsmodels.tools import chain_dot
>>> A = np.arange(1,13).reshape(3,4)
>>> B = np.arange(3,15).reshape(4,3)
>>> C = np.arange(5,8).reshape(3,1)
>>> chain_dot(A,B,C)
array([[1820],
   [4300],
   [6780]])