Statsmodels API
1
Table of Contents
1. statsmodels.api
2. Basic Documentation
3. Main modules of interest
4. Other modules of interest
4.1. statsmodel.base
4.1.1. statsmodels.base
4.1.2. statsmodels.base._constraints
4.1.3. statsmodels.base.covtype
4.1.4. statsmodels.base.data
4.1.5. statsmodels.base.l1_slsqp
4.1.6. statsmodels.base.l1_solvers_common
4.1.7. statsmodels.base.model
4.1.8. statsmodels.base.optimizer
4.1.9. statsmodels.base._penalties
4.1.9.1. Classes
4.1.10. statsmodels.base.wrapper
4.2. statsmodel.datasets
4.3. statsmodel.duration
4.4. statsmodel.formula
4.5. statsmodel.iolib
4.6. statsmodel.tests
4.7. statsmodel.tools
4.8. statsmodel.tsa
5. statsmodel.sandbox
6. statsmodel.sandbox2
7. From official doc
Statsmodels API
Docs
»
4. Other modules of interest
»
4.1.9. statsmodels.base._penalties
»
4.1.9.1.1. statsmodels.base._penalties.CovariancePenalty
View page source
4.1.9.1.1. statsmodels.base._penalties.CovariancePenalty
¶
class
statsmodels.base._penalties.
CovariancePenalty
(
wt
)
[source]
¶
__init__
(
wt
)
[source]
¶
4.1.9.1.1.1. Methods
¶
__init__
(wt)
func
(mat, mat_inv)
Parameters:
grad
(mat, mat_inv)
Parameters: