def __init__(self, include_constant=True):
        self.delta_grid = np.zeros(10)
        self.test_grid = np.zeros(10)
        self.delta = 1e-4
        self.test_error_ = 1.0
        self.kalman = pykalman.KalmanFilter()
        self.beta = np.zeros(2)
        self.beta_cov = np.identity(2)
        self.current_beta = np.zeros(2)
        self.current_bcov = np.identity(2)
        self.include_constant = include_constant
Constructor for linear regression model with dynamic coefficients.
dataset/ETHPy150Open brandonckelly/bck_stats/bck_stats/dynamic_linear_model.py/DynamicLinearModel.__init__