pyriemann.utils.covariance.covariances_X¶
- pyriemann.utils.covariance.covariances_X(X, estimator='cov', alpha=0.2, **kwds)¶
Special form covariance matrix, embedding input X.
- Parameters:
- Xndarray, shape (n_matrices, n_channels, n_times)
Multi-channel time-series.
- estimatorstring, default=”cov”
Covariance matrix estimator, see
pyriemann.utils.covariance.covariances()
.- alphafloat, default=0.2
Regularization parameter (strictly positive).
- **kwdsoptional keyword parameters
Any further parameters are passed directly to the covariance estimator.
- Returns:
- covmatsndarray, shape (n_matrices, n_channels + n_times, n_channels + n_times)
Covariance matrices.
References
[1]A special form of SPD covariance matrix for interpretation and visualization of data manipulated with Riemannian geometry M. Congedo and A. Barachant, MaxEnt - 34th International Workshop on Bayesian Inference and Maximun Entropy Methods in Science and Engineering (MaxEnt’14), Sep 2014, Amboise, France. pp.495