- sklearn.covariance.empirical_covariance(X, assume_centered=False)¶
Computes the Maximum likelihood covariance estimator
X: 2D ndarray, shape (n_samples, n_features) :
Data from which to compute the covariance estimate
assume_centered: Boolean :
If True, data are not centered before computation. Useful when working with data whose mean is almost, but not exactly zero. If False, data are centered before computation.
covariance: 2D ndarray, shape (n_features, n_features) :
Empirical covariance (Maximum Likelihood Estimator)