Multiple regression with pykalman?
问题 I'm looking for a way to generalize regression using pykalman from 1 to N regressors. We will not bother about online regression initially - I just want a toy example to set up the Kalman filter for 2 regressors instead of 1, i.e. Y = c1 * x1 + c2 * x2 + const . For the single regressor case, the following code works. My question is how to change the filter setup so it works for two regressors: import matplotlib.pyplot as plt import numpy as np import pandas as pd from pykalman import