NonlinearSSM._prepare#

NonlinearSSM._prepare(y)[source]#

Coerce data to (n, p), promoting a 1-D series when p is one.

Raises:
  • DimensionError – If the data cannot match the observation dimension.

  • SpecificationError – If a row is partially observed – this engine treats missingness whole-row, and silently discarding the observed elements would misstate the likelihood.

Return type:

NDArray[double]