Module robust_multivariate

Does a robust estimate of covariance. It doesn't converge, unfortunately, for vectors of dimension higher than 1.

Functions

cov_wt(veclist, weights)

source code

integrate_guts(xlow, xhigh, fcn, c, n)

source code

integrate(xlow, xhigh, fcn, c=None, nstart=5, tol=0.0001)
A generally useful function, does the integral of fcn(x, c) from xlow to xhigh.

source code

wtfunc(q, E)

source code

wtdim(q, Edim)

source code

covariance(veclist, emax=1.0)
Veclist[i] is a vector.

source code

Variables
	__package__ = `'gmisclib'`

Imports: Num, math, sys, die