On Fri, Dec 14, 2012 at 05:32:26PM +0100, federico vaggi wrote: > What I wanted to know is:
> 1- Is there a way to efficiently calculate the covariance matrix given this > data which isn't than manually calculating all NxN weights? If X is you matrix, (n_samples x n_features), np.dot(X.T, X) is the sample covariance matrix, as long as X is centered (remove the mean in the sample direction). G ------------------------------------------------------------------------------ LogMeIn Rescue: Anywhere, Anytime Remote support for IT. Free Trial Remotely access PCs and mobile devices and provide instant support Improve your efficiency, and focus on delivering more value-add services Discover what IT Professionals Know. Rescue delivers http://p.sf.net/sfu/logmein_12329d2d _______________________________________________ Scikit-learn-general mailing list [email protected] https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
