Does anyone know if Numpy's covariance calculation function, cov(), which is located in /numpy/lib/function_base.py calculate the covariance matrix of complex data correctly?
I.e., does it implement something like , P = cov(X) = 1/(N-1) * \Sum_i ( X[:,i] * transpose(X[:,i].conj()) ) -- Rudolph van der Merwe _______________________________________________ Numpy-discussion mailing list [email protected] http://projects.scipy.org/mailman/listinfo/numpy-discussion
