9.9.6. 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. Usefull to work with data whose mean is significantly equal to zero but is not exactly zero. If False, data are centered before computation.

Returns :

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

Empirical covariance (Maximum Likelihood Estimator)