scglue.num.cov_mat
- scglue.num.cov_mat(X, Y=None, bias=False)[source]
Covariance matrix (sparse friendly)
- Parameters
X (
typing.Union
[numpy.ndarray
,scipy.sparse._base.spmatrix
]) – First design matrixY (
typing.Union
[numpy.ndarray
,scipy.sparse._base.spmatrix
,None
]) – Second design matrix (optional)bias (
bool
) – Whether to return unbiased or biased covariance estimation
- Return type
- Returns
cov – Covariance matrix, if only X is given. Cross-covariance matrix, if both X and Y are given.