[Numpy-discussion] Cross-covariance function
Sturla Molden
sturla at molden.no
Thu Jan 26 12:26:32 EST 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
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