pyriemann.utils.covariance.covariances_X

pyriemann.utils.covariance.covariances_X(X, estimator='scm', 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=’scm’

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