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 |
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| .. | ||
| README.txt | ||
| plot_covariance_estimation.py | ||
| plot_lw_vs_oas.py | ||
README.txt
Covariance estimation --------------------- Examples concerning the `scikits.learn.covariance` package.