covariance.py 文件源码

def cov(self):
        """
        Compute parameter covariance

        Returns
        -------
        c : ndarray
            Parameter covariance
        """
        s = self.s
        nobs = self._xe.shape[0]
        scale = 1 / (nobs - int(self._debiased) * self._df)
        if self.square:
            ji = self.inv_jacobian
            out = ji @ s @ ji.T
        else:
            j = self.jacobian
            out = inv(j.T @ inv(s) @ j)
        out = (scale / 2) * (out + out.T)
        return out