sklearn.covariance
.empirical_covariance¶
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sklearn.covariance.
empirical_covariance
(X, assume_centered=False)[source]¶ 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 will not be centered before computation. Useful when working with data whose mean is almost, but not exactly zero. If False, data will be centered before computation.
- Returns
covariance : 2D ndarray, shape (n_features, n_features)
Empirical covariance (Maximum Likelihood Estimator).