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