statsmodels.regression.process_regression.ProcessMLEResults.covariance_group

ProcessMLEResults.covariance_group(group)

Returns the fitted covariance matrix for a group.

Parameters:

groupobject

The group label, as it appears in the groups array or column that was used to fit the model.

Returns:

ndarray

The fitted covariance matrix for the observations belonging to group.

Raises:

ValueError

If group is not one of the group labels used to fit the model.