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 _______________________________________________ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
