Examples of using Covariance in English and their translations into Chinese
{-}
-
Political
-
Ecclesiastic
-
Programming
Is the sample covariance matrix of the data.
The scikit-learn provides an object covariance.
The(i, j) element is the covariance between Xi and Xj.
Financial Mathematics, Volatility and Covariance….
To sum up, the covariance matrix defines the shape of the data.
People also translate
To make progress, we need to construct the covariance matrix.
Difference between Covariance and Correlation in M….
Another form of ANCOVA is MANCOVA(Multivariate Analysis of Covariance).
The eigenvalues of the covariance matrix can easily be shown to be.
Figure 3 illustrateshow the overall shape of the data defines the covariance matrix:.
(Correlation is a kind of normalized covariance, with a value between -1 and 1.).
However, the covariance matrix does not contain any information related to the translation of the data.
Several generic interfaces and delegates now support covariance and contravariance.
Analysis of variance and covariance, multivariate ANOVA, repeated measures ANOVA.
One could be cynical and say that asset allocation has been theeasiest game over the past 25 years because of the covariance structure.
Both correlation and covariance are basically two concepts of mathematics which are widely used in statistics.
Because eigenvectors trace the principal lines of force,and the axes of greatest variance and covariance illustrate where the data is most susceptible to change.
Covariance package aims at providing tools affording an accurate estimation of a population's covariance matrix under various settings.
In an earlier article, we showed that the covariance matrix can be written as a sequence of linear operations(scaling and rotations).
Covariance is a central work within the vast project Raphaël Dallaporta undertook about the historical relations and theoretical links between photography, science and space research.
However, the‘eigen' solver needs to compute the covariance matrix, so it might not be suitable for situations with a high number of features.
The covariance matrix will not only describe the shape of our distribution, but ultimately determines the characteristics of the function that we want to predict.
Since in LDA we assume that all classes have the same estimated covariance, we can rescale the data so that this covariance is the identity:.
Equivariance(or“covariance,” the term that physicists prefer) is an assumption that physicists since Einstein have relied on to generalize their models.
(You might be able to guess that the covariance matrix is symmetric, which means that it doesn't matter if you swap i and j).
See Shrinkage covariance estimation: LedoitWolf vs OAS and max-likelihood for an example on how to fit an OAS object to data.
High absolute values of the covariance mean that the values change very much and are both far from their respective means at the same time.
Sparse inverse covariance estimation: example on synthetic data showing some recovery of a structure, and comparing to other covariance estimators.
Sparse inverse covariance estimation: example on synthetic data showing some recovery of a structure, and comparing to other covariance estimators.
See Shrinkage covariance estimation: LedoitWolf vs OAS and max-likelihood for an example on how to fit an EmpiricalCovariance object to data.