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WLS.whiten()

statsmodels.regression.linear_model.WLS.whiten

WLS.whiten(X) [source]

Whitener for WLS model, multiplies each column by sqrt(self.weights)

Parameters:

X : array-like

Data to be whitened

Returns:

sqrt(weights)*X :

Links:

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

doc_statsmodels

2017-01-18 16:22:16

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