[Numpy-discussion] Cross-covariance function
Pierre Haessig
pierre.haessig at crans.org
Fri Jan 20 07:39:00 EST 2012
Hi Eliot,
Le 19/01/2012 07:50, Elliot Saba a écrit :
> I recently needed to calculate the cross-covariance of two random
> vectors, (e.g. I have two matricies, X and Y, the columns of which are
> observations of one variable, and I wish to generate a matrix pairing
> each value of X and Y)
I don't see how does your function relates to numpy.cov [1]. Is it an
"extended case" function or is there a difference in the underlying math ?
Best,
Pierre
[1] numpy.cov docstring :
http://docs.scipy.org/doc/numpy/reference/generated/numpy.cov.html
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