6.9.1. 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(X, **params)
log_likelihood(test_cov)
score(X_test)

__init__(store_covariance=True)