'Initialize the statespace model with approximate diffuse values.
Rather than following the exact diffuse treatment (which is developed
for the case that the variance becomes infinitely large), this assigns
an arbitrary large number for the variance.
Parameters
variance : float, optional
The variance for approximating diffuse initial conditions. Default
is 1e6.'

def initialize_approximate_diffuse(self, variance=None):

    if (variance is None):
        variance = self.initial_variance
    self._initial_variance = variance
    self.initialization = 'approximate_diffuse'
