covariance.py 文件源码

def covariances(X, estimator='cov'):
    est = _check_est(estimator)
    Nt, Ne, Ns = X.shape
    covmats = numpy.zeros((Nt, Ne, Ne))
    for i in range(Nt):
        covmats[i, :, :] = est(X[i, :, :])
    return covmats