Trait reductive::linalg::Covariance [−][src]
pub trait Covariance<A> {
fn covariance(self, observation_axis: Axis) -> Array2<A>;
}
Expand description
Trait for computing covariance matrices.
Required methods
fn covariance(self, observation_axis: Axis) -> Array2<A>
fn covariance(self, observation_axis: Axis) -> Array2<A>
Compute the covariance matrix the matrix.
Consider an n × m matrix A. If n is the observation axis and m the variable axis, then this method returns an m × m covariance matrix C. C_ij is the the covariance between variables i and j and C_ii the variance of variable i.