statsmodels.stats.correlation_tools.FactoredPSDMatrix ===================================================== .. currentmodule:: statsmodels.stats.correlation_tools .. autoclass:: FactoredPSDMatrix .. rubric:: Methods .. autosummary:: :toctree: ~FactoredPSDMatrix.decorrelate ~FactoredPSDMatrix.logdet ~FactoredPSDMatrix.solve ~FactoredPSDMatrix.to_matrix