scikit-learn/examples/covariance
VirgileFritsch e04d4f8e73 Covariance errors computation API changes.
Mean Squared Error, Sum of Squared Error are controversial notions in
a covariances comparison context, so it is better not to use those terms
and let the user decide which type of error he exactly wants.
For this purpose, keywords have been introduced so that the user can choose:
 - the type of norm he wants to use,
 - if a scaling by the number of features must be applied,
 - if he wants the square of the error norm or just the error norm
2011-05-25 17:29:03 +02:00
..
README.txt Refactoring of the covariance module and examples + add OAS. 2011-04-04 15:00:41 +02:00
plot_covariance_estimation.py FIX: missing import in plot_covariance_estimation.py 2011-05-03 16:11:08 +02:00
plot_lw_vs_oas.py Covariance errors computation API changes. 2011-05-25 17:29:03 +02:00

README.txt

Covariance estimation
---------------------

Examples concerning the `scikits.learn.covariance` package.