8.2.8. sklearn.covariance.empirical_covariance

sklearn.covariance.empirical_covariance(X, assume_centered=False)

Computes the Maximum likelihood covariance estimator

Parameters :

X: 2D ndarray, shape (n_samples, n_features) :

Data from which to compute the covariance estimate

assume_centered: Boolean :

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

Returns :

covariance: 2D ndarray, shape (n_features, n_features) :

Empirical covariance (Maximum Likelihood Estimator)