# ResidualCorrelation


Estimated residual correlation structure.


Usage

``` python
ResidualCorrelation(
    covariance,
    correlation,
    responses,
)
```


Returned by [MultiResponseGAM.residual_correlation()](MultiResponseGAM.md#whittaker.MultiResponseGAM.residual_correlation) when the model was fit with `correlation="unstructured"`. Holds the empirical residual covariance and correlation matrices across the `k` jointly modeled responses, estimated from each response's fitted-model residuals.


## Attributes


`covariance: NDArray`  
Residual covariance matrix (`k x k`) where `k` = number of responses, computed as `R'R / (n - 1)` where `R` is the `(n, k)` matrix of residuals (observed minus fitted, one column per response).

`correlation: NDArray`  
Residual correlation matrix (`k x k`), the covariance matrix rescaled to unit diagonal.

`responses: list[str]`  
Response names (ordering matches matrix rows/columns).