statespace_kinds

Kind parameters, constants and status codes shared by the library.

Kinds and constants

integer, parameter :: dp = real64
real(dp), parameter :: log2pi = 1.8378770664093454835606594728112_dp

dp

The real kind of all computations.

log2pi

\(\log 2\pi\), for the Gaussian log density.

Status codes

Routines that can fail set an info argument to one of these. The C interface returns them, and the Python package raises StateSpaceError with the code.

name	value	meaning
SS_OK	0	success
SS_ERR_DIM	1	inconsistent array dimensions or arguments
SS_ERR_NOT_PD	2	a matrix is not positive definite
SS_ERR_INIT	3	missing or invalid initialization
SS_ERR_UNSUPPORTED	4	the model is outside the routine’s scope
SS_ERR_SINGULAR	5	singular linear system
SS_ERR_NOT_STATIONARY	6	the transition matrix has an eigenvalue on or outside the unit circle
SS_ERR_NOT_CONVERGED	7	an iteration did not converge

SS_ERR_NOT_PD from a likelihood evaluation usually means the parameters are invalid, for example a negative variance; the optimizer treats it as a failed step and backs off.