Dmitry.AI
Srishti Saha - «Let us understand the correlation matrix and covariance matrix» (2018-10-05)
Theory
theory
,
mathematics
,
probability-theory
,
statistics
,
covariance-matrix
dmitrii_fediuk
(Dmitrii Fediuk)
May 26, 2019, 9:31am
1
towardsdatascience.com/let-us-understand-the-correlation-matrix-and-covariance-matrix-d42e6b643c22
What is «covariance matrix» («dispersion matrix»)?