pyriemann.utils.covariance.covariances_EP

pyriemann.utils.covariance.covariances_EP(X, P, estimator='cov', **kwds)

Special form covariance matrix, concatenating a prototype P.

Parameters:

Xndarray, shape (n_matrices, n_channels, n_times)

Multi-channel time-series.

Pndarray, shape (n_channels_proto, n_times)

Multi-channel prototype.

estimatorstring, default=’scm’

Covariance matrix estimator, see pyriemann.utils.covariance.covariances().

**kwdsoptional keyword parameters

Any further parameters are passed directly to the covariance estimator.

Returns:

covmatsndarray, shape (n_matrices, n_channels + n_channels_proto, n_channels + n_channels_proto)

Covariance matrices.