statsmodels.regression.linear_model.GLS.whiten

GLS.whiten(x)[source]

GLS whiten method.

Parameters:
xarray_like

Data to be whitened.

Returns:
ndarray

The value np.dot(cholsigmainv,X).

See also

GLS

Fit a linear model using Generalized Least Squares.


Last update: Feb 28, 2024