4.8.6.3.4. statsmodels.tsa.kalmanf.kalmanfilter.updatematrices¶

statsmodels.tsa.kalmanf.kalmanfilter.updatematrices(params, y, xi10, ntrain, penalty, upperbound, lowerbound)[source]¶

TODO: change API, update names

This isn’t general. Copy of Luca’s matlab example.