ENH: Moved base SS class to Cython, Kalman Filter as iterator
REF: Improved variable name for KalmanFilter object
TEST: Refactored tests to test _statespace directly
ENH: Added support for missing observations.
FIX: Replace all error
FIX: Iteration in Python 3.x
DOC: Improved inline documentation
CLEAN: Removed obsolete notebooks (for now).
REF: Moved output arrays to Kalman filter class.
ENH: Added a memory-conservation filter mode.
ENH: Made tests a module.
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.
DOC: Fixed typo.
CLEAN: Formatting / obsolete code.
FIX: Fixed errors in missing values computation.
TST: Added forecasting and low-memory tests.
ENH: Improved initialize_stationary multiplication
ENH: Expanded low-memory options.