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.