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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: whitened – sqrt(weights)*X
Return type: array-like

© 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.WLS.whiten.html