Covariance Matrix

Computes the co-variance matrix for a dataset

Documentation

Maximum likelihood covariance estimator

Definition

Input ports

data table

data

Output ports

result table

Table with results

Configuration

Skip centering data (assume_centered)

If True, data are not centered before computation. Useful when working with data whose mean is almost, but not exactly zero. If False (default), data are centered before computation

Create name column (name)

Creates an additional column first in the data showing the original column name for each corresponding row

Implementation

class node_covariance.NodeCovarianceMatrix