statsmodels.genmod.cov_struct.Autoregressive.covariance_matrix
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Autoregressive.covariance_matrix(endog_expval, index)
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Returns the working covariance or correlation matrix for a given cluster of data.
Parameters: endog_expval: array-like :
The expected values of endog for the cluster for which the covariance or correlation matrix will be returned
index: integer :
The index of the cluster for which the covariane or correlation matrix will be returned
Returns: M: matrix :
The covariance or correlation matrix of endog
is_cor: bool :
True if M is a correlation matrix, False if M is a covariance matrix
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