[Numpy-discussion] Cross-covariance function

Sturla Molden sturla@molden...
Thu Jan 26 11:26:32 CST 2012


Den 26.01.2012 17:25, skrev Pierre Haessig:
> However, in the case this change is not possible, I would see this
> solution :
> * add and xcov function that does what Elliot and Sturla and I
> described, because

The current np.cov implementation returns the cross-covariance the way 
it is commonly used in statistics. If MATLAB does not, then that is 
MATLAB's problem I think.

http://www.stat.washington.edu/research/reports/2001/tr391.pdf

Sturla



More information about the NumPy-Discussion mailing list