State values

[Vahid Ahmadi]

Hi, 

I'm trying to implement a custom state space model. I need to access the state vector at step t in the update method of sm.tsa.statespace.MLEModel. Is it possible?

Thanks,

VA

[Chad Fulton]

Hello,

Unfortunately no, we don't have a good way to do this right now. Adding the option of providing a callback to provide new updates at each iteration of the filter is a good idea, but it is not something we have right now.

Best,

Chad

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