Package gmisclib :: Module robust_multivariate
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Module robust_multivariate

source code

Does a robust estimate of covariance. It doesn't converge, unfortunately, for vectors of dimension higher than 1.

cov_wt(veclist, weights) source code
integrate_guts(xlow, xhigh, fcn, c, n) source code
integrate(xlow, xhigh, fcn, c=None, nstart=5, tol=0.0001)
A generally useful function, does the integral of fcn(x, c) from xlow to xhigh.
source code
wtfunc(q, E) source code
wtdim(q, Edim) source code
covariance(veclist, emax=1.0)
Veclist[i] is a vector.
source code
  __package__ = 'gmisclib'

Imports: Num, math, sys, die