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
© 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