6.1.2.2.1. statsmodels.sandbox.archive.linalg_decomp_1.CholArray¶

class statsmodels.sandbox.archive.linalg_decomp_1.CholArray(data=None, sym=None)[source]¶

Class that defines linalg operation on an array

cholesky version, where svd is taken on original data array, if or when it matters

plan: use cholesky factor and cholesky solve nothing implemented yet

__init__(data=None, sym=None)[source]¶

6.1.2.2.1.1. Methods¶

`__init__`([data, sym])
`m_y`(y)
`mdet`()
`meigh`()
`mhalf`()
`minv`()
`minv_y`(y)
`minvhalf`()
`mlogdet`()
`mpinv`()
`xpinv`()
`y_m_yt`(y)
`y_minv_yt`(y)
`yt_m_y`(y)
`yt_minv_y`(y)	xSigmainvx