deeptime.covariance¶
The covariance package contains algorithms that can measure covariances for time series data.
Estimators¶
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Compute (potentially lagged) covariances between data in an online fashion. |
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Computes Koopman operator and weights that can be plugged into the |
Models¶
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A model which in particular carries the estimated covariances, means from a |
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A model which contains the Koopman operator in a modified basis (PC|1) and can transform data into Koopman weights. |
Utilities¶
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Transformation of data into a whitened space. |
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Computes the covariance matrix of X. |
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Computes the covariance and cross-covariance matrix of X and Y. |
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Computes the first two unnormalized moments of X. |
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Computes the first two unnormalized moments of X and Y. |
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Computes the first two unnormalized moments of X and Y forward and backward. |