sklearn.covariance.empirical_covariance¶
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sklearn.covariance.empirical_covariance(X, assume_centered=False)[source]¶ Computes the Maximum likelihood covariance estimator
- Parameters
- Xndarray, shape (n_samples, n_features)
Data from which to compute the covariance estimate
- assume_centeredboolean
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
- covariance2D ndarray, shape (n_features, n_features)
Empirical covariance (Maximum Likelihood Estimator).
