statsmodels.regression.process_regression.ProcessMLEResults.covariance¶

ProcessMLEResults.covariance(time, scale, smooth)[source]¶

Returns a fitted covariance matrix.

Parameters:¶

time : array_like¶

The time points at which the fitted covariance matrix is calculated.

scale : array_like¶

The data used to determine the scale parameter, must have len(time) rows.

smooth : array_like¶

The data used to determine the smoothness parameter, must have len(time) rows.

Return type:¶

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.