statsmodels.regression.process_regression.ProcessMLEResults.covariance¶
- ProcessMLEResults.covariance(time, scale, smooth)[source]¶
Returns a fitted covariance matrix.
- Parameters:¶
- timearray_like
The time points at which the fitted covariance matrix is calculated.
- scalearray_like
The data used to determine the scale parameter, must have len(time) rows.
- smootharray_like
The data used to determine the smoothness parameter, must have len(time) rows.
- Returns:¶
A
covariance
matrix.
Notes
If the model was fit using formulas, scale and smooth should be Dataframes, containing all variables that were present in the respective scaling and smoothing formulas used to fit the model. Otherwise, scale and smooth should be data arrays whose columns align with the fitted scaling and smoothing parameters.
Last update:
Dec 11, 2024