47 lines
1.2 KiB
Plaintext
47 lines
1.2 KiB
Plaintext
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{{alias}}( out[, means] )
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Returns an accumulator function which incrementally computes an unbiased
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sample covariance matrix.
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If provided a data vector, the accumulator function returns an updated
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unbiased sample covariance matrix. If not provided a data vector, the
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accumulator function returns the current unbiased sample covariance matrix.
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Parameters
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----------
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out: integer|ndarray
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Order of the covariance matrix or a square 2-dimensional ndarray for
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storing the covariance matrix.
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means: ndarray (optional)
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Known means.
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Returns
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-------
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acc: Function
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Accumulator function.
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Examples
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--------
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> var accumulator = {{alias}}( 2 );
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> var out = accumulator()
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<ndarray>
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> var buf = new {{alias:@stdlib/array/float64}}( 2 );
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> var shape = [ 2 ];
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> var strides = [ 1 ];
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> var v = {{alias:@stdlib/ndarray/ctor}}( 'float64', buf, shape, strides, 0, 'row-major' );
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> v.set( 0, 2.0 );
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> v.set( 1, 1.0 );
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> out = accumulator( v )
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<ndarray>
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> v.set( 0, -5.0 );
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> v.set( 1, 3.14 );
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> out = accumulator( v )
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<ndarray>
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> out = accumulator()
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<ndarray>
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See Also
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--------
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