inverse_covariance.py 文件源码

def _init_coefs(X, method='corrcoef'):
    if method == 'corrcoef':
        return np.corrcoef(X, rowvar=False), 1.0
    elif method == 'cov':
        init_cov = np.cov(X, rowvar=False)
        return init_cov, np.max(np.abs(np.triu(init_cov)))
    elif method == 'spearman':
        return spearman_correlation(X, rowvar=False), 1.0
    elif method == 'kendalltau':
        return kendalltau_correlation(X, rowvar=False), 1.0
    elif callable(method):
        return method(X)
    else:
        raise ValueError(
            ("initialize_method must be 'corrcoef' or 'cov', "
             "passed \'{}\' .".format(method))
        )