jexplore.tools.covariance
=========================

.. py:module:: jexplore.tools.covariance

.. autoapi-nested-parse::

   Covariance computation
   ======================

   This modules provides the Basic functions for covariance computation.



Functions
---------

.. autoapisummary::

   jexplore.tools.covariance.compute_cov


Module Contents
---------------

.. py:function:: compute_cov(samples, covs = None, cholesky = True, default = 0.001)

   Compute the covariance from a set of samples

   :param array samples: array of the past samples (nchains, dim, npoints).
   :param array covs: (nchain, dim, dim) array bearing one covariance matrices
                      of all chains. Default: None, i.e. the covariance
                      matrices are computed from samples.
   :param bool cholesky: if true returns the array of lower triangular matrices
                         resulting from cholesky decomposition of the convariance
                         matrices of all chains. Otherwise it returns the array
                         of the covariance matrices. Default: True.
   :param float default: if covs is none and the samples only have 1 point the
                         function will return a constant diagonal covariance for
                         all chains. This parameters provides the value for the
                         covariance diagonal terms in this case. Defaut: 1e-3.

   :return: array of the covariance matricaes of the chains or
            of their cholesky lower triangular matrices.
   :rtype: array