cov

Function cov 

Source
pub fn cov<T>(
    array: ArrayView<'_, T, Ix2>,
    ddof: usize,
) -> Result<Array<T, Ix2>, &'static str>
where T: Clone + Float + FromPrimitive,
Expand description

Calculate the covariance matrix of a 2D array

§Arguments

  • array - The input 2D array where rows are observations and columns are variables
  • ddof - Delta degrees of freedom (default 1)

§Returns

The covariance matrix

§Examples

use ndarray::array;
use scirs2_core::ndarray_ext::stats::cov;

let data = array![
    [1.0, 2.0, 3.0],
    [4.0, 5.0, 6.0],
    [7.0, 8.0, 9.0],
    [10.0, 11.0, 12.0]
];
let covmatrix = cov(data.view(), 1).unwrap();
assert_eq!(covmatrix.shape(), &[3, 3]);

This function is equivalent to NumPy’s np.cov function.