statsmodels.regression.recursive_ls.RecursiveLSResults.cov_params_robust
-
RecursiveLSResults.cov_params_robust() -
(array) The QMLE variance / covariance matrix. Alias for
cov_params_robust_oim
© 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_robust.html
