sklearn.covariance.empirical_covariance¶

sklearn.covariance.empirical_covariance(X, assume_centered=False)[source]

Computes the Maximum likelihood covariance estimator

Parameters: X : 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).