prose.Observation.lstsq

Observation.lstsq(X, star=None, split=None)

Given a design matrix return the fitted trend

Parameters:

• X (np.ndarray) – design matrix of shape (time, n), n being the number of regressors.

• split (int or array, optional) – splitting indexes of the design matrix, passed to np.split and used to retrieve splitted models, by default None

Returns:

[description]

Return type:

[type]