Module Import alias identifier ImportFrom alias ImportFrom alias ImportFrom alias ImportFrom alias ImportFrom alias ImportFrom alias ImportFrom alias ImportFrom alias alias alias alias alias alias alias alias alias Assign NameStore AttributeLoad Call AttributeLoad NameLoad attr attr Assign NameStore SubscriptLoad NameLoad ExtSlice Slice Index Num Assign TupleStore NameStore NameStore AttributeLoad NameLoad attr FunctionDef arguments args defaults body Assign NameStore Call NameLoad Expr Call AttributeLoad NameLoad attr NameLoad Assign NameStore Call NameLoad NameLoad Expr Call NameLoad NameLoad AttributeLoad NameLoad attr Num Expr Call NameLoad Call AttributeLoad NameLoad attr NameLoad Num Expr Call NameLoad Call AttributeLoad NameLoad attr NameLoad keyword Str Num Expr Call NameLoad Call AttributeLoad NameLoad attr NameLoad keyword Str Num Expr Call NameLoad Call AttributeLoad NameLoad attr NameLoad keyword NameLoad Num Expr Call NameLoad Call AttributeLoad NameLoad attr NameLoad keyword NameLoad Num Expr Call NameLoad NameLoad AttributeLoad NameLoad attr NameLoad keyword Str Assign NameStore Call AttributeLoad NameLoad attr NameLoad Expr Call NameLoad Call AttributeLoad NameLoad attr NameLoad Num Assign NameStore Call AttributeLoad SubscriptLoad NameLoad ExtSlice Slice Index Num attr TupleLoad Num Num Assign NameStore Call NameLoad Expr Call AttributeLoad NameLoad attr NameLoad Expr Call NameLoad Call NameLoad NameLoad AttributeLoad NameLoad attr Num Expr Call NameLoad Call AttributeLoad NameLoad attr Call NameLoad NameLoad Num Expr Call NameLoad Call AttributeLoad NameLoad attr Call NameLoad NameLoad keyword Str Num Assign NameStore Call AttributeLoad Call AttributeLoad NameLoad attr Num attr Num Num Assign NameStore Call NameLoad Expr Call NameLoad NameLoad AttributeLoad NameLoad attr NameLoad Expr Call NameLoad AttributeLoad NameLoad attr Call AttributeLoad NameLoad attr keyword TupleLoad Num Num keyword AttributeLoad NameLoad attr Assign NameStore Call AttributeLoad NameLoad attr ListLoad ListLoad Num Num ListLoad Num Num Assign NameStore Call AttributeLoad NameLoad attr ListLoad ListLoad Num Num ListLoad Num Num Expr Call NameLoad Call NameLoad NameLoad NameLoad Assign NameStore Call NameLoad keyword NameLoad Expr Call AttributeLoad NameLoad attr NameLoad Expr Call NameLoad AttributeLoad NameLoad attr Call AttributeLoad NameLoad attr SubscriptLoad AttributeLoad NameLoad attr Index Num decorator_list FunctionDef arguments args defaults body Assign NameStore Call NameLoad keyword Num Expr Call AttributeLoad NameLoad attr NameLoad Expr Call NameLoad Call NameLoad Call NameLoad NameLoad keyword Num AttributeLoad NameLoad attr Num Assign NameStore Call NameLoad Expr Call AttributeLoad NameLoad attr NameLoad Expr Call NameLoad Call NameLoad Call NameLoad NameLoad AttributeLoad NameLoad attr Num Assign NameStore Call NameLoad keyword Num Expr Call AttributeLoad NameLoad attr NameLoad Expr Call NameLoad Call NameLoad NameLoad AttributeLoad NameLoad attr Num Assign NameStore Call AttributeLoad SubscriptLoad NameLoad ExtSlice Slice Index Num attr TupleLoad Num Num Assign NameStore Call NameLoad keyword Num Expr Call AttributeLoad NameLoad attr NameLoad Expr Call NameLoad Call NameLoad NameLoad AttributeLoad NameLoad attr Num Assign NameStore Call NameLoad keyword Num keyword NameLoad Expr Call AttributeLoad NameLoad attr NameLoad Assert CompareIs AttributeLoad NameLoad attr NameLoad decorator_list FunctionDef arguments args defaults body Assign NameStore BinOpSub NameLoad Call AttributeLoad NameLoad attr keyword Num Assign NameStore Call NameLoad keyword NameLoad Expr Call AttributeLoad NameLoad attr NameLoad Assign NameStore AttributeLoad NameLoad attr Assign NameStore Call AttributeLoad NameLoad attr NameLoad Expr Call NameLoad Call NameLoad NameLoad keyword NameLoad NameLoad Expr Call NameLoad Call NameLoad NameLoad keyword NameLoad keyword Num NameLoad Assign TupleStore NameStore NameStore Call NameLoad NameLoad keyword NameLoad Expr Call NameLoad NameLoad AttributeLoad NameLoad attr Num Expr Call NameLoad NameLoad AttributeLoad NameLoad attr Assign NameStore Call NameLoad keyword AttributeLoad NameLoad attr keyword NameLoad Expr Call AttributeLoad NameLoad attr NameLoad Expr Call NameLoad AttributeLoad NameLoad attr AttributeLoad NameLoad attr Num Assign NameStore Call AttributeLoad SubscriptLoad NameLoad ExtSlice Slice Index Num attr TupleLoad Num Num Assign NameStore Call NameLoad keyword NameLoad Expr Call AttributeLoad NameLoad attr NameLoad Assign TupleStore NameStore NameStore Call NameLoad NameLoad keyword NameLoad Expr Call NameLoad NameLoad AttributeLoad NameLoad attr Num Expr Call NameLoad NameLoad AttributeLoad NameLoad attr Expr Call NameLoad BinOpDiv Call AttributeLoad BinOpPow NameLoad Num attr NameLoad AttributeLoad NameLoad attr Num Assign NameStore Call NameLoad keyword NameLoad keyword NameLoad Expr Call AttributeLoad NameLoad attr NameLoad Expr Call NameLoad Call AttributeLoad NameLoad attr NameLoad NameLoad Num Assert CompareIs AttributeLoad NameLoad attr NameLoad Assign NameStore Call NameLoad Expr Call AttributeLoad NameLoad attr NameLoad Expr Call NameLoad AttributeLoad NameLoad attr NameLoad Num Expr Call NameLoad AttributeLoad NameLoad attr Call NameLoad NameLoad Expr Call NameLoad AttributeLoad NameLoad attr SubscriptLoad Call NameLoad NameLoad Index Num Expr Call NameLoad Call AttributeLoad NameLoad attr NameLoad NameLoad Num Assign TupleStore NameStore NameStore Call NameLoad NameLoad Expr Call NameLoad NameLoad AttributeLoad NameLoad attr Num Expr Call NameLoad NameLoad AttributeLoad NameLoad attr Assign NameStore Call NameLoad keyword AttributeLoad NameLoad attr Expr Call AttributeLoad NameLoad attr NameLoad Expr Call NameLoad AttributeLoad NameLoad attr AttributeLoad NameLoad attr Num Assign NameStore Call AttributeLoad SubscriptLoad NameLoad ExtSlice Slice Index Num attr TupleLoad Num Num Assign NameStore Call NameLoad Expr Call AttributeLoad NameLoad attr NameLoad Assign TupleStore NameStore NameStore Call NameLoad NameLoad Expr Call NameLoad NameLoad AttributeLoad NameLoad attr Num Expr Call NameLoad NameLoad AttributeLoad NameLoad attr Expr Call NameLoad Call NameLoad NameLoad AttributeLoad NameLoad attr Num Assign NameStore Call AttributeLoad Call AttributeLoad NameLoad attr Num attr Num Num Assign NameStore Call NameLoad Expr Call NameLoad NameLoad AttributeLoad NameLoad attr NameLoad Expr Call NameLoad AttributeLoad NameLoad attr Call AttributeLoad NameLoad attr keyword TupleLoad Num Num keyword AttributeLoad NameLoad attr Assign NameStore Call NameLoad keyword NameLoad Expr Call AttributeLoad NameLoad attr NameLoad Expr Call NameLoad Call AttributeLoad NameLoad attr NameLoad NameLoad Num Assert CompareIs AttributeLoad NameLoad attr NameLoad decorator_list FunctionDef arguments args NameParam defaults body Assign TupleStore NameStore NameStore AttributeLoad NameLoad attr Assign NameStore Call NameLoad NameLoad keyword NameLoad Assign NameStore BinOpDiv Call AttributeLoad NameLoad attr NameLoad NameLoad Assign NameStore Call AttributeLoad NameLoad attr AugAssignSub SubscriptStore AttributeLoad NameLoad attr Slice BinOpAdd NameLoad Num NameLoad Assign NameStore BinOpDiv Call AttributeLoad BinOpPow NameLoad Num attr NameLoad Assign NameStore BinOpPow NameLoad Num Assign NameStore BinOpMult BinOpDiv Num BinOpMult NameLoad NameLoad Call AttributeLoad NameLoad attr BinOpSub BinOpDiv Call AttributeLoad NameLoad attr AttributeLoad NameLoad attr NameLoad NameLoad BinOpPow NameLoad Num Assign NameStore Call NameLoad NameLoad NameLoad Assign NameStore BinOpDiv NameLoad NameLoad Return NameLoad decorator_list FunctionDef arguments args defaults body Assign NameStore SubscriptLoad NameLoad ExtSlice Slice Slice Num Assign NameStore Call NameLoad Expr Call AttributeLoad NameLoad attr NameLoad Assign NameStore AttributeLoad NameLoad attr Expr Call NameLoad NameLoad Call NameLoad NameLoad decorator_list FunctionDef arguments args defaults body Assign NameStore Call AttributeLoad AttributeLoad NameLoad attr attr Num Assign NameStore Call AttributeLoad NameLoad attr keyword TupleLoad Num Num Assign NameStore Call AttributeLoad Call NameLoad keyword Num attr NameLoad Expr Call NameLoad AttributeLoad NameLoad attr Call AttributeLoad NameLoad attr Num Num Assign NameStore AttributeLoad NameLoad attr Assign NameStore Call AttributeLoad Call NameLoad keyword Num attr NameLoad Expr Call NameLoad AttributeLoad NameLoad attr NameLoad decorator_list FunctionDef arguments args defaults body Assign NameStore BinOpSub NameLoad Call AttributeLoad NameLoad attr keyword Num Assign NameStore Call NameLoad keyword NameLoad Expr Call AttributeLoad NameLoad attr NameLoad Assign NameStore AttributeLoad NameLoad attr Assign NameStore Call AttributeLoad NameLoad attr NameLoad Assign TupleStore NameStore NameStore Call NameLoad NameLoad keyword NameLoad Expr Call NameLoad NameLoad AttributeLoad NameLoad attr Num Expr Call NameLoad NameLoad AttributeLoad NameLoad attr Assign NameStore Call NameLoad keyword AttributeLoad NameLoad attr keyword NameLoad Expr Call AttributeLoad NameLoad attr NameLoad Expr Call NameLoad AttributeLoad NameLoad attr AttributeLoad NameLoad attr Num Assign NameStore SubscriptLoad NameLoad ExtSlice Slice Slice Num Num Assign NameStore Call NameLoad keyword NameLoad Expr Call AttributeLoad NameLoad attr NameLoad Assign TupleStore NameStore NameStore Call NameLoad NameLoad keyword NameLoad Expr Call NameLoad NameLoad AttributeLoad NameLoad attr Num Expr Call NameLoad NameLoad AttributeLoad NameLoad attr Expr Call NameLoad BinOpDiv Call AttributeLoad BinOpPow NameLoad Num attr NameLoad AttributeLoad NameLoad attr Num Assign NameStore Call NameLoad keyword NameLoad keyword NameLoad Expr Call AttributeLoad NameLoad attr NameLoad Expr Call NameLoad Call AttributeLoad NameLoad attr NameLoad NameLoad Num Assert CompareIs AttributeLoad NameLoad attr NameLoad Assign NameStore Call NameLoad Expr Call AttributeLoad NameLoad attr NameLoad Expr Call NameLoad AttributeLoad NameLoad attr NameLoad Num Expr Call NameLoad Call AttributeLoad NameLoad attr NameLoad NameLoad Num Assign TupleStore NameStore NameStore Call NameLoad NameLoad Expr Call NameLoad NameLoad AttributeLoad NameLoad attr Num Expr Call NameLoad NameLoad AttributeLoad NameLoad attr Assign NameStore Call NameLoad keyword AttributeLoad NameLoad attr Expr Call AttributeLoad NameLoad attr NameLoad Expr Call NameLoad AttributeLoad NameLoad attr AttributeLoad NameLoad attr Num Assign NameStore Call AttributeLoad SubscriptLoad NameLoad ExtSlice Slice Index Num attr TupleLoad Num Num Assign NameStore Call NameLoad Expr Call AttributeLoad NameLoad attr NameLoad Assign TupleStore NameStore NameStore Call NameLoad NameLoad Expr Call NameLoad NameLoad AttributeLoad NameLoad attr Num Expr Call NameLoad NameLoad AttributeLoad NameLoad attr Expr Call NameLoad Call NameLoad NameLoad AttributeLoad NameLoad attr Num Assign NameStore Call AttributeLoad Call AttributeLoad NameLoad attr Num attr Num Num Assign NameStore Call NameLoad Expr Call NameLoad NameLoad AttributeLoad NameLoad attr NameLoad Expr Call NameLoad AttributeLoad NameLoad attr Call AttributeLoad NameLoad attr keyword TupleLoad Num Num keyword AttributeLoad NameLoad attr Assign NameStore Call NameLoad keyword NameLoad Expr Call AttributeLoad NameLoad attr NameLoad Expr Call NameLoad Call AttributeLoad NameLoad attr NameLoad NameLoad Num Assert CompareIs AttributeLoad NameLoad attr NameLoad decorator_list
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scaling False 0 N/A N/A assert_almost_equal N/A N/A cov error_norm emp_cov squared False 0 N/A N/A assert_raises NotImplementedError N/A cov error_norm emp_cov norm foo N/A mahal_dist N/A N/A cov mahalanobis X N/A N/A assert_greater N/A N/A np amin mahal_dist 0 N/A X_1d N/A N/A N/A X N/A N/A N/A 0 reshape N/A -1 1 N/A cov N/A EmpiricalCovariance N/A N/A N/A cov fit X_1d N/A N/A assert_array_almost_equal N/A empirical_covariance X_1d N/A cov covariance_ 4 N/A N/A assert_almost_equal N/A N/A cov error_norm N/A empirical_covariance X_1d 0 N/A N/A assert_almost_equal N/A N/A cov error_norm N/A empirical_covariance X_1d norm spectral 0 N/A X_1sample N/A N/A N/A N/A np arange 5 reshape 1 5 N/A cov N/A EmpiricalCovariance N/A N/A assert_warns UserWarning N/A cov fit X_1sample N/A N/A assert_array_almost_equal N/A cov covariance_ N/A N/A np zeros shape N/A 5 5 dtype N/A np float64 N/A X_integer N/A N/A np asarray N/A N/A 0 1 N/A 1 0 N/A result N/A N/A np asarray N/A N/A 0.25 -0.25 N/A -0.25 0.25 N/A N/A assert_array_almost_equal N/A empirical_covariance X_integer result N/A cov N/A EmpiricalCovariance assume_centered True N/A N/A N/A cov fit X N/A N/A assert_array_equal N/A cov location_ N/A N/A np zeros N/A N/A X shape N/A 1 N/A test_shrunk_covariance N/A N/A N/A N/A N/A cov N/A ShrunkCovariance shrinkage 0.5 N/A N/A N/A cov fit X N/A N/A assert_array_almost_equal N/A shrunk_covariance N/A empirical_covariance X shrinkage 0.5 N/A cov covariance_ 4 N/A cov N/A ShrunkCovariance N/A N/A N/A cov fit X N/A N/A assert_array_almost_equal N/A shrunk_covariance N/A empirical_covariance X N/A cov covariance_ 4 N/A cov N/A ShrunkCovariance shrinkage 0.0 N/A N/A N/A cov fit X N/A N/A assert_array_almost_equal N/A empirical_covariance X N/A cov covariance_ 4 N/A X_1d N/A N/A N/A X N/A N/A N/A 0 reshape N/A -1 1 N/A cov N/A ShrunkCovariance shrinkage 0.3 N/A N/A N/A cov fit X_1d N/A N/A assert_array_almost_equal N/A empirical_covariance X_1d N/A cov covariance_ 4 N/A cov N/A ShrunkCovariance shrinkage 0.5 store_precision False N/A N/A N/A cov fit X N/A N/A N/A cov precision_ None N/A test_ledoit_wolf N/A N/A N/A N/A N/A X_centered N/A X N/A N/A X mean axis 0 N/A lw N/A LedoitWolf assume_centered True N/A N/A N/A lw fit X_centered N/A shrinkage_ N/A lw shrinkage_ N/A score_ N/A N/A lw score X_centered N/A N/A assert_almost_equal N/A ledoit_wolf_shrinkage X_centered assume_centered True shrinkage_ N/A N/A assert_almost_equal N/A ledoit_wolf_shrinkage X_centered assume_centered True block_size 6 shrinkage_ N/A N/A lw_cov_from_mle lw_shinkrage_from_mle N/A ledoit_wolf X_centered assume_centered True N/A N/A assert_array_almost_equal lw_cov_from_mle N/A lw covariance_ 4 N/A N/A assert_almost_equal lw_shinkrage_from_mle N/A lw shrinkage_ N/A scov N/A ShrunkCovariance shrinkage N/A lw shrinkage_ assume_centered True N/A N/A N/A scov fit X_centered N/A N/A assert_array_almost_equal N/A scov covariance_ N/A lw covariance_ 4 N/A X_1d N/A N/A N/A X N/A N/A N/A 0 reshape N/A -1 1 N/A lw N/A LedoitWolf assume_centered True N/A N/A N/A lw fit X_1d N/A N/A lw_cov_from_mle lw_shinkrage_from_mle N/A ledoit_wolf X_1d assume_centered True N/A N/A assert_array_almost_equal lw_cov_from_mle N/A lw covariance_ 4 N/A N/A assert_almost_equal lw_shinkrage_from_mle N/A lw shrinkage_ N/A N/A assert_array_almost_equal N/A N/A N/A N/A X_1d 2 sum n_samples N/A lw covariance_ 4 N/A lw N/A LedoitWolf store_precision False assume_centered True N/A N/A N/A lw fit X_centered N/A N/A assert_almost_equal N/A N/A lw score X_centered score_ 4 N/A N/A N/A lw precision_ None N/A lw N/A LedoitWolf N/A N/A N/A lw fit X N/A N/A assert_almost_equal N/A lw shrinkage_ shrinkage_ 4 N/A N/A assert_almost_equal N/A lw shrinkage_ N/A ledoit_wolf_shrinkage X N/A N/A assert_almost_equal N/A lw shrinkage_ N/A N/A ledoit_wolf X N/A 1 N/A N/A assert_almost_equal N/A N/A lw score X score_ 4 N/A N/A lw_cov_from_mle lw_shinkrage_from_mle N/A ledoit_wolf X N/A N/A assert_array_almost_equal 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score_ 4 N/A N/A N/A lw precision_ None N/A _naive_ledoit_wolf_shrinkage N/A N/A X N/A N/A N/A N/A n_samples n_features N/A X shape N/A emp_cov N/A empirical_covariance X assume_centered False N/A mu N/A N/A N/A np trace emp_cov n_features N/A delta_ N/A N/A emp_cov copy N/A N/A N/A delta_ flat N/A N/A n_features 1 mu N/A delta N/A N/A N/A N/A delta_ 2 sum n_features N/A X2 N/A X 2 N/A beta_ N/A N/A 1.0 N/A n_features n_samples N/A N/A np sum N/A N/A N/A N/A np dot N/A X2 T X2 n_samples N/A emp_cov 2 N/A beta N/A min beta_ delta N/A shrinkage N/A beta delta N/A shrinkage N/A test_ledoit_wolf_small N/A N/A N/A N/A N/A X_small N/A X N/A N/A N/A 4 N/A lw N/A LedoitWolf N/A N/A N/A lw fit X_small N/A shrinkage_ N/A lw shrinkage_ N/A N/A assert_almost_equal shrinkage_ N/A _naive_ledoit_wolf_shrinkage X_small N/A test_ledoit_wolf_large N/A N/A N/A N/A N/A rng N/A N/A N/A np random RandomState 0 N/A X N/A N/A rng normal size N/A 10 20 N/A lw N/A N/A N/A LedoitWolf block_size 10 fit X N/A N/A assert_almost_equal N/A lw covariance_ N/A N/A np eye 20 0 N/A cov N/A lw covariance_ N/A lw N/A N/A N/A LedoitWolf block_size 25 fit X N/A N/A assert_almost_equal N/A lw covariance_ cov N/A test_oas N/A N/A N/A N/A N/A X_centered N/A X N/A N/A X mean axis 0 N/A oa N/A OAS assume_centered True N/A N/A N/A oa fit X_centered N/A shrinkage_ N/A oa shrinkage_ N/A score_ N/A N/A oa score X_centered N/A N/A oa_cov_from_mle oa_shinkrage_from_mle N/A oas X_centered assume_centered True N/A N/A assert_array_almost_equal oa_cov_from_mle N/A oa covariance_ 4 N/A N/A assert_almost_equal oa_shinkrage_from_mle N/A oa shrinkage_ N/A scov N/A ShrunkCovariance shrinkage N/A oa shrinkage_ assume_centered True N/A N/A N/A scov fit X_centered N/A N/A assert_array_almost_equal N/A scov covariance_ N/A oa covariance_ 4 N/A X_1d N/A X N/A N/A N/A 0 1 N/A oa N/A OAS assume_centered True N/A N/A N/A oa fit X_1d N/A N/A oa_cov_from_mle oa_shinkrage_from_mle N/A oas X_1d assume_centered True N/A N/A assert_array_almost_equal oa_cov_from_mle N/A oa covariance_ 4 N/A N/A assert_almost_equal oa_shinkrage_from_mle N/A oa shrinkage_ N/A N/A assert_array_almost_equal N/A N/A N/A N/A X_1d 2 sum n_samples N/A oa covariance_ 4 N/A oa N/A OAS store_precision False assume_centered True N/A N/A N/A oa fit X_centered N/A N/A assert_almost_equal N/A N/A oa score X_centered score_ 4 N/A N/A N/A oa precision_ None N/A oa N/A OAS N/A N/A N/A oa fit X N/A N/A assert_almost_equal N/A oa shrinkage_ shrinkage_ 4 N/A N/A assert_almost_equal N/A N/A oa score X score_ 4 N/A N/A oa_cov_from_mle oa_shinkrage_from_mle N/A oas X N/A N/A assert_array_almost_equal oa_cov_from_mle N/A oa covariance_ 4 N/A N/A assert_almost_equal oa_shinkrage_from_mle N/A oa shrinkage_ N/A scov N/A ShrunkCovariance shrinkage N/A oa shrinkage_ N/A N/A N/A scov fit X N/A N/A assert_array_almost_equal N/A scov covariance_ N/A oa covariance_ 4 N/A X_1d N/A N/A N/A X N/A N/A N/A 0 reshape N/A -1 1 N/A oa N/A OAS N/A N/A N/A oa fit X_1d N/A N/A oa_cov_from_mle oa_shinkrage_from_mle N/A oas X_1d N/A N/A assert_array_almost_equal oa_cov_from_mle N/A oa covariance_ 4 N/A N/A assert_almost_equal oa_shinkrage_from_mle N/A oa shrinkage_ N/A N/A assert_array_almost_equal N/A empirical_covariance X_1d N/A oa covariance_ 4 N/A X_1sample N/A N/A N/A N/A np arange 5 reshape 1 5 N/A oa N/A OAS N/A N/A assert_warns UserWarning N/A oa fit X_1sample N/A N/A assert_array_almost_equal N/A oa covariance_ N/A N/A np zeros shape N/A 5 5 dtype N/A np float64 N/A oa N/A OAS store_precision False N/A N/A N/A oa fit X N/A N/A assert_almost_equal N/A N/A oa score X score_ 4 N/A N/A N/A oa precision_ None N/A