@@ -71,10 +71,10 @@ class ShrunkCovariance(EmpiricalCovariance):
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Specify if the estimated precision is stored
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assume_centered : boolean, default False
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- If True, data are not centered before computation.
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+ If True, data will not be centered before computation.
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Useful when working with data whose mean is almost, but not exactly
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zero.
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- If False, data are centered before computation.
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+ If False, data will be centered before computation.
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shrinkage : float, 0 <= shrinkage <= 1, default 0.1
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Coefficient in the convex combination used for the computation
@@ -175,10 +175,10 @@ def ledoit_wolf_shrinkage(X, assume_centered=False, block_size=1000):
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Data from which to compute the Ledoit-Wolf shrunk covariance shrinkage.
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assume_centered : bool
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- If True, data are not centered before computation.
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+ If True, data will not be centered before computation.
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Useful to work with data whose mean is significantly equal to
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zero but is not exactly zero.
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- If False, data are centered before computation.
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+ If False, data will be centered before computation.
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block_size : int
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Size of the blocks into which the covariance matrix will be split.
@@ -270,10 +270,10 @@ def ledoit_wolf(X, assume_centered=False, block_size=1000):
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Data from which to compute the covariance estimate
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assume_centered : boolean, default=False
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- If True, data are not centered before computation.
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+ If True, data will not be centered before computation.
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Useful to work with data whose mean is significantly equal to
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zero but is not exactly zero.
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- If False, data are centered before computation.
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+ If False, data will be centered before computation.
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block_size : int, default=1000
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Size of the blocks into which the covariance matrix will be split.
@@ -339,10 +339,10 @@ class LedoitWolf(EmpiricalCovariance):
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Specify if the estimated precision is stored.
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assume_centered : bool, default=False
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- If True, data are not centered before computation.
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+ If True, data will not be centered before computation.
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Useful when working with data whose mean is almost, but not exactly
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zero.
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- If False (default), data are centered before computation.
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+ If False (default), data will be centered before computation.
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block_size : int, default=1000
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Size of the blocks into which the covariance matrix will be split
@@ -448,10 +448,10 @@ def oas(X, assume_centered=False):
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Data from which to compute the covariance estimate.
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assume_centered : boolean
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- If True, data are not centered before computation.
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+ If True, data will not be centered before computation.
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Useful to work with data whose mean is significantly equal to
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zero but is not exactly zero.
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- If False, data are centered before computation.
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+ If False, data will be centered before computation.
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Returns
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-------
@@ -525,10 +525,10 @@ class OAS(EmpiricalCovariance):
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Specify if the estimated precision is stored.
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assume_centered : bool, default=False
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- If True, data are not centered before computation.
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+ If True, data will not be centered before computation.
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Useful when working with data whose mean is almost, but not exactly
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zero.
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- If False (default), data are centered before computation.
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+ If False (default), data will be centered before computation.
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Attributes
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----------
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