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sklearn.covariance.empirical_covariance(X, assume_centered=False)
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Computes the Maximum likelihood covariance estimator
Parameters: X : ndarray, shape (n_samples, n_features)
Data from which to compute the covariance estimate
assume_centered : Boolean
If True, data are not centered before computation. Useful when working with data whose mean is almost, but not exactly zero. If False, data are centered before computation.
Returns: covariance : 2D ndarray, shape (n_features, n_features)
Empirical covariance (Maximum Likelihood Estimator).
sklearn.covariance.empirical_covariance()
Examples using
2017-01-15 04:25:34
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