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GLS.whiten()

statsmodels.regression.linear_model.GLS.whiten

GLS.whiten(X) [source]

GLS whiten method.

Parameters:

X : array-like

Data to be whitened.

Returns:

np.dot(cholsigmainv,X) :

See also

regression.GLS

Links:

http://statsmodels.sourceforge.net/stable/generated/statsmodels.regression.linear_model.GLS.whiten.html

doc_statsmodels

2017-01-18 16:09:50

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