utils.py 文件源码

def fast_OLS(endog, exog):
    """
    A simple function for (X'X)^(-1)X'Y
    :return: A K-length array of estimated coefficients.
    """
    try:
        return dot(dot(inv(dot(exog.T, exog)), exog.T), endog).squeeze()
    except LinAlgError:
        raise LinAlgError