REF: Moved output arrays to Kalman filter class.
ENH: Added a memory-conservation filter mode.
REF: Filter functions return 0 on success.
ENH: Improved convergence behavior
- Store converged matrices separately.
- Save (bool) converged separately from period
converged.
ENH: Support 'missing obs' filtering.
CLEAN: Typos, obsolete code.
FIX: Fixed errors in missing values computation.
TST: Added forecasting and low-memory tests.