def compute_tangent(self):
     """Compute empirical partial correlation matrix
     Attributes
     ----------
     tangent_: array
         projection of the covariance matrix on the tangent plane,
         shape (n_features, n_features)
     """
     ce = CovEmbedding()
     ce.fit([self.cov_])
     self.tangent_ = ce.transform([self.cov_])[0]
     return self
Example #2
0
 def compute_tangent(self):
     ce = CovEmbedding()
     ce.fit([self.cov])
     self.tangent = ce.transform([self.cov])[0]
     return self