Simple wrapper for the binica program.
check if binary is available, and try to obtain it if not
principal component analysis (PCA) implementation
calculate principal component analysis (PCA).
calculate PCA as eigenvalues of the covariance (observations in rows)
calculate PCA from SVD (observations in rows)
Generate a cartesian product of input arrays.
Parameters: | arrays : list of array-like
out : ndarray
|
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Returns: | out : ndarray
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References
http://stackoverflow.com/a/1235363/3005167
Examples
>>> cartesian(([1, 2, 3], [4, 5], [6, 7]))
array([[1, 4, 6],
[1, 4, 7],
[1, 5, 6],
[1, 5, 7],
[2, 4, 6],
[2, 4, 7],
[2, 5, 6],
[2, 5, 7],
[3, 4, 6],
[3, 4, 7],
[3, 5, 6],
[3, 5, 7]])
vector autoregressive (VAR) model implementation
Bases: scot.var.VARBase
Represents a vector autoregressive (VAR) model.
Each sub matrix b_ij is a column vector of length p that contains the filter coefficients from channel j (source) to channel i (sink).
Fit the model to data.
Optimize the var model’s hyperparameters (such as regularization).
Use the bisection method to find optimal regularization parameter delta.
Behavior of this function depends on the xvschema attribute.