util.py 文件源码

def stats2(sarray, names=None):
    """Calculate means and (co)variances for structured array data."""

    if names is None:
        names = sarray.dtype.names
    nvar = len(names)
    data = tuple(sarray[name] for name in names)
    cov = np.cov(data)
    nondiag_cov = list(cov[i, j] for i, j in permutations(range(nvar), 2))

    names_ave = list('ave_' + name for name in names)
    names_var = list('var_' + name for name in names)
    names_cov = list(
        'cov_' + n1 + "_" + n2 for n1, n2 in permutations(names, 2))

    out = dict(zip(names_ave, np.mean(data, axis=1)))
    out.update(zip(names_var, cov.diagonal()))
    out.update(zip(names_cov, nondiag_cov))

    NamedStats = namedtuple('Stats2', names_ave + names_var + names_cov)
    return NamedStats(**out)