statsmodels / 0.9.0 / generated / statsmodels.regression.recursive_ls.recursivelsresults.cov_params_opg.html /

statsmodels.regression.recursive_ls.RecursiveLSResults.cov_params_opg

RecursiveLSResults.cov_params_opg()

(array) The variance / covariance matrix. Computed using the outer product of gradients method.

© 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.regression.recursive_ls.RecursiveLSResults.cov_params_opg.html