get_kernel_cov
- ssapy.utils.get_kernel_cov(kernel_mat, weights)[source][source]
Get the covariance matrix of kernel_mat. This a wrapper for numpy’s cov
- Parameters:
kernel_mat (numpy.ndarray) – Data matrix
weights (numpy.ndarray) – 1D array of weights of the data
- Returns:
numpy.ndarray
- Return type:
Covariance matrix