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scikits.learn.covariance.Covariance

class scikits.learn.covariance.Covariance(store_covariance=True)

Basic covariance estimator

Parameters :

store_covariance : bool

Specify if the estimated covariance is stored

Attributes

covariance_ 2D ndarray, shape (n_features, n_features) Estimated covariance matrix (stored only is store_covariance is True)
precision_ 2D ndarray, shape (n_features, n_features) Estimated precision matrix

Methods

fit
log_likelihood
score
__init__(store_covariance=True)