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""" mean_and_cov(x, [wv::AbstractWeights]; vardim=1, corrected=false) -> (mean, cov)Return the mean and covariance matrix as a tuple. A weightingvector `wv` can be specified. `vardim` that designates whetherthe variables are columns in the matrix (`1`) or rows (`2`).Finally, bias correction is applied to the covariance calculation if`corrected=true`. See [`cov`](@ref) documentation for more details."""
functionmean_and_cov(x::DenseMatrix, vardim::Int=1; corrected::Bool=true)
m =mean(x, dims = vardim)
return m, covm(x, m, vardim, corrected=corrected)
endfunctionmean_and_cov(x::DenseMatrix, wv::AbstractWeights, vardim::Int=1;
corrected::DepBool=nothing)
m =mean(x, wv, vardim)
return m, cov(x, wv, vardim; corrected=depcheck(:mean_and_cov, corrected))
end
The text was updated successfully, but these errors were encountered:
In cov.jl,
cf (note
vardim
):The text was updated successfully, but these errors were encountered: