statsmodels.regression.recursive_ls.RecursiveLS
===============================================

.. currentmodule:: statsmodels.regression.recursive_ls

.. autoclass:: RecursiveLS

   

   
   .. rubric:: Methods

   .. autosummary::
      :toctree:
   
    
    
      ~RecursiveLS.filter
    
    
      ~RecursiveLS.fit
    
    
      ~RecursiveLS.from_formula
    
    
      ~RecursiveLS.hessian
    
    
      ~RecursiveLS.impulse_responses
    
    
      ~RecursiveLS.information
    
    
      ~RecursiveLS.initialize
    
    
      ~RecursiveLS.initialize_approximate_diffuse
    
    
      ~RecursiveLS.initialize_known
    
    
      ~RecursiveLS.initialize_statespace
    
    
      ~RecursiveLS.initialize_stationary
    
    
      ~RecursiveLS.loglike
    
    
      ~RecursiveLS.loglikeobs
    
    
      ~RecursiveLS.observed_information_matrix
    
    
      ~RecursiveLS.opg_information_matrix
    
    
      ~RecursiveLS.predict
    
    
      ~RecursiveLS.prepare_data
    
    
      ~RecursiveLS.score
    
    
      ~RecursiveLS.score_obs
    
    
      ~RecursiveLS.set_conserve_memory
    
    
      ~RecursiveLS.set_filter_method
    
    
      ~RecursiveLS.set_inversion_method
    
    
      ~RecursiveLS.set_smoother_output
    
    
      ~RecursiveLS.set_stability_method
    
    
      ~RecursiveLS.simulate
    
    
      ~RecursiveLS.simulation_smoother
    
    
      ~RecursiveLS.smooth
    
    
      ~RecursiveLS.transform_jacobian
    
    
      ~RecursiveLS.transform_params
    
    
      ~RecursiveLS.untransform_params
    
    
      ~RecursiveLS.update
    
   
   

   
   
   .. rubric:: Attributes

   .. autosummary::
   
      ~RecursiveLS.endog_names
      ~RecursiveLS.exog_names
      ~RecursiveLS.initial_variance
      ~RecursiveLS.initialization
      ~RecursiveLS.loglikelihood_burn
      ~RecursiveLS.param_names
      ~RecursiveLS.start_params
      ~RecursiveLS.tolerance