Dataset's Covariance Matrix Instance
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A Dataset's Covariance Matrix Instance is a matrix instance that represents a covariance matrix for a numerical dataset.
- Context:
- It can (typically) be created by a Covariance Matrix Generation System (that can solve a covariance matrix generation task).
- Example(s):
>>> x = np.array([[0, 2], [1, 1], [2, 0]]).Twhich summarizes that [math]\displaystyle{ x_0 }[/math] increases while [math]\displaystyle{ x_1 }[/math] decreases.
>>> np.cov(x)
array([[1., -1.], [-1., 1.]])
- See: Abstract Covariance Matrix, Maximum Likelihood Estimation.