sccross.utils.cov_mat

sccross.utils.cov_mat(X, Y=None, bias=False)

Covariance matrix (sparse friendly)

Parameters

• X (Union[ndarray, spmatrix]) – First design matrix

• Y (Union[ndarray, spmatrix, None]) – Second design matrix (optional)

• bias (bool) – Whether to return unbiased or biased covariance estimation

Return type

ndarray

Returns

cov – Covariance matrix, if only X is given. Cross-covariance matrix, if both X and Y are given.