cascade.utils.covariance

cascade.utils.covariance(x, bias=False)

Compute covariance matrix where each column of the input matrix is treated as a variable

Parameters:

• x (Buffer | _SupportsArray[dtype[Any]] | _NestedSequence[_SupportsArray[dtype[Any]]] | bool | int | float | complex | str | bytes | _NestedSequence[bool | int | float | complex | str | bytes] | spmatrix) – Input matrix

• bias (bool) – Whether to compute biased covariance

Return type:

ndarray

Returns:

Covariance matrix