6.1.1. statsmodels.sandbox.archive.linalg_covmat¶
6.1.1.1. Functions¶
ar2transform(x, arcoefs) |
(Greene eq 12-30) |
loglike_ar1(x, rho) |
loglikelihood of AR(1) process, as a test case |
mvn_loglike(x, sigma) |
loglike multivariate normal |
mvn_nloglike_obs(x, sigma) |
loglike multivariate normal |
tiny2zero(x[, eps]) |
replace abs values smaller than eps by zero, makes copy |
6.1.1.2. Classes¶
AffineTransform(const, tmat, dist) |
affine full rank transformation of a multivariate distribution |
MultivariateNormal(mean, sigma) |
|
MultivariateNormalChol(mean, sigma) |
multivariate normal distribution with cholesky decomposition of sigma |
OneTimeProperty(func) |
A descriptor to make special properties that become normal attributes. |
StandardNormal |
Distribution of vector x, with independent distribution N(0,1) |
SvdArray([data, sym]) |
Class that defines linalg operation on an array |