Kalman filter docstring mistake?

[mirca]

Hi,

I believe there is a mistake in the docstring of x_hat. Where it says mean x_hat and covariance matrix Sigma of the prior/predictive density, it should say only mean of the prior/predictive density. Let me know if that's legit.

    x_hat : scalar(float) or array_like(float), optional(default=None)
        An n x 1 array representing the mean x_hat and covariance
        matrix Sigma of the prior/predictive density.  Set to zero if
        not supplied.

QuantEcon.py/quantecon/kalman.py

Line 41 in 35f41b1

x_hat : scalar(float) or array_like(float), optional(default=None)

[mmcky]

thanks @mirca for the report. I will look into this when I'm back in the office on Tuesday.