def _ss_matrices(self,beta):
""" Creates the state space matrices required
Parameters
----------
beta : np.array
Contains untransformed starting values for latent variables
Returns
----------
T, Z, R, Q : np.array
State space matrices used in KFS algorithm
"""
T = np.identity(self.state_no)
Z = self.X
R = np.identity(self.state_no)
Q = np.identity(self.state_no)
for i in range(0,self.state_no):
Q[i][i] = self.latent_variables.z_list[i].prior.transform(beta[i])
return T, Z, R, Q
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