WIP/ENH: add stats for complex valued random variables #9094
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style check fails, whitespace errors, e.g. with empty lines New files: statsmodels/stats/_complex.py statsmodels/stats/tests/test_complex.py |
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see
#9064
#3528
The main references that I used for this are in first comment of #9064.
currently mainly tools to convert random variable and cov between 3 representations (to park those formulas)
eventual target is OLS, MLE and hypothesis tests (wald) when params are complex valued.