statsmodels.genmod.cov_struct.Autoregressive.covariance_matrix¶

Autoregressive.covariance_matrix(endog_expval, index)[source]¶

Returns the working covariance or correlation matrix for a given cluster of data.

Parameters:¶

endog_expvalarray_like

The expected values of endog for the cluster for which the covariance or correlation matrix will be returned

indexint

The index of the cluster for which the covariance or correlation matrix will be returned

Returns:¶

Mmatrix

The covariance or correlation matrix of endog

is_corbool

True if M is a correlation matrix, False if M is a covariance matrix