Trait reductive::linalg::Covariance

pub trait Covariance<A> {
    fn covariance(self, observation_axis: Axis) -> Array2<A>;
}

Trait for computing covariance matrices.

Required methods

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.

Implementations on Foreign Types

impl<S, A> Covariance<A> for ArrayBase<S, Ix2> where
    S: Data<Elem = A>,
    A: FromPrimitive + NdFloat,
    usize: AsPrimitive<A>, 

fn covariance(self, observation_axis: Axis) -> Array2<A>

Implementors