SPI

class skarf.covariance.SPI(*args, **kwargs)

Abstract minimal interface for PySPI SPI object.

Methods

multivariate(data)

Compute the matrix of pairwise interaction statistics.

multivariate(data: Any) → ndarray

Compute the matrix of pairwise interaction statistics.

Parameters:

dataData object

PySPI Data object representing a multivariate time series of shape (n_features, n_samples).

Returns:

covariancendarray

Matrix of pairwise interaction statistics (i.e. generalized covariance) of shape (n_features, n_features).