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
def compute_tangent(self):
ce = CovEmbedding()
ce.fit([self.cov])
self.tangent = ce.transform([self.cov])[0]
return self