GLS.whiten(X) [source]
GLS whiten method.
| Parameters: | X (array-like) – Data to be whitened. |
|---|---|
| Returns: | |
| Return type: | 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