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.