gendata.cov

Module containing functions for calculating covariances and covariance matrices.

Functions

cov(row_i, row_j)	Compute the covariance between two 1D numpy arrays.
cov_na(row_i, row_j)	Compute the covariance between two 1D numpy arrays with nan elements.
make_cov(mat[, missing])	Make a dense covariance matrix, allowing for missing data.
make_spwindow_cov(mat, position, window[, ...])	Makes a sparse covariance matrix, where all elements for which distance < window are set to zero.
make_weighted_cov(mat, weights[, missing])	Make a dense covariance matrix, allowing for missing data.
make_window_cov(mat, position, window[, missing])	Makes a dense covariance matrix where all elements for which distance < window are set to zero.
weighted_cov(row_i, row_j, weights)	Compute the weighted covariance between two 1D numpy arrays.