ENH: Performance improvement by ignoring
calculations not required by `smoother_output`
REF: Moved statespace pointer init to _statespace
REF: Moved select_state_cov to _statespace
REF: Moved select_missing to _statespace
REF: Cleaned up _statespace object pointer init
ENH: Add triangular solve (?trtrs) lapack routines
ENH: Added Cholesky transformation for univariate
case with non-diagonal observation covariance.
REF: Descriptive names for transform matrices.
ENH: Added observation collapse by generalized transformation.