statsmodels / 0.9.0 / generated / statsmodels.multivariate.factor.factorresults.fitted_cov.html /

statsmodels.multivariate.factor.FactorResults.fitted_cov

FactorResults.fitted_cov() [source]

Returns the fitted covariance matrix.

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.multivariate.factor.FactorResults.fitted_cov.html