Dataset's Covariance Matrix Instance

A Dataset's Covariance Matrix Instance is a matrix instance that represents a covariance matrix for a numerical dataset.

• Context:
  • It can (typically) be created by a Covariance Matrix Generation System (that can solve a covariance matrix generation task).
• Example(s):
  • >>> x = np.array([[0, 2], [1, 1], [2, 0]]).T
>>> np.cov(x)
array([[1., -1.], [-1., 1.]]) which summarizes that [math]\displaystyle{ x_0 }[/math] increases while [math]\displaystyle{ x_1 }[/math] decreases.
• See: Abstract Covariance Matrix, Maximum Likelihood Estimation.

---

---