MVSamples.calculate_means_covariances (function)


def calculate_means_covariances(self, N=1000000)

Return the weighted mean values and covariances from the samples (MVSamples.samples if MVSamples.weights is not provided, otherwise MVSamples.samples_weighted).

See also:

Arguments

  • N (int, optional, default=1e6): number of samples to draw before computing means/covariances. Only applicable if MVSamples.weights is not None.

Returns

  • means (array of floats), covariances (matrix)