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Add ability to estimate full covariance matrices a la ewmcov/rolling_cov #1853

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wesm opened this issue Sep 7, 2012 · 1 comment · Fixed by #4950

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wesm commented Sep 7, 2012

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snth commented Sep 23, 2013

Link back to the original discussion that gave rise to this issue which gives some more details of what's required: http://comments.gmane.org/gmane.comp.python.pystatsmodels/9393

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Pairwise versions for rolling_cov, ewmcov and expanding_cov #4950

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jreback added this to the 0.14.0 milestone

jreback closed this as completed in #4950

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