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Add co variance matrix as an option in --ellipsoid_method

Open ElDeveloper opened this issue 12 years ago • 1 comments

@rob-knight suggested in #39 to add an option to calculate the co variance matrix to determine the dimensions of the ellipsoids when jackknifing.

The co variance matrix should give you a tilted oval modeling the dataset as multivariate normal. Yes, each pc is a variate, matrix holds cov(i,j) with var(i) on diagonal, is used to calculate ellipsoid.

@antgonza found an available implementation of this in numpy, see:

http://docs.scipy.org/doc/numpy/reference/generated/numpy.cov.html


This gist includes the source code that Ryan Kennedy shared with Rob: https://gist.github.com/ElDeveloper/31d95bf37ac5aed8070f

ElDeveloper avatar Apr 04 '13 15:04 ElDeveloper

Once implemented, this should be the default.

antgonza avatar Apr 04 '13 15:04 antgonza