6.3.9.6.2.1.12. statsmodels.sandbox.distributions.mv_normal.MVElliptical.standardize

MVElliptical.standardize(x)

standardize the random variable, i.e. subtract mean and whiten

Parameters:

x : array-like, 1d or 2d

Data to be whitened, if 2d then each row contains an independent sample of the multivariate random vector

Returns:

np.dot(x - self.mean, self.cholsigmainv.T)

See also

whiten

rescale random variable, standardize without subtracting mean.