6.1.2.2.3. statsmodels.sandbox.archive.linalg_decomp_1.PlainMatrixArray

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

Class that defines linalg operation on an array

simplest version as benchmark

linear algebra recipes for multivariate normal and linear regression calculations

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

6.1.2.2.3.1. 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)