QuantEcon / QuantEcon/QuantEcon.py

Getting rid of the LinearStateSpace argument in Kalman

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#354 8 comments 0 reactions 1 assignee View on GitHub

@natashawatkins is already working on this.

Since Oct 22, 2017.

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Description

Wouldn't it be easier to just have the arguments that a LinearStateSpace object takes available when creating a Kalman object? It's somewhat cumbersome to first create the LSS object and then put that into Kalman (you also need to import two classes).

We could just create a LSS object using the arguments in Kalman.

@jstac

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