GLS.whiten()

statsmodels.regression.linear_model.GLS.whiten

GLS.whiten(X) [source]

GLS whiten method.

Parameters:

Parameters:	X : array-like Data to be whitened.
Returns:	np.dot(cholsigmainv,X)

X : array-like

Data to be whitened.

Returns:

np.dot(cholsigmainv,X)

See also

regression.GLS

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.regression.linear_model.GLS.whiten.html