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src/arraymancer/stats/stats

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Procs

proc covariance_matrix[T: SomeFloat](x, y: Tensor[T]): Tensor[T]
Input:
  • 2 tensors of shape Nb observations, features Note: contrary to Numpy default each row is an observations while echo column represent a feature/variable observed.

Returns:

  • The unbiased covariance (normalized by the number of observations - 1) in the shape features, features
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