tick.simulation.features_normal_cov_toeplitz¶
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tick.simulation.features_normal_cov_toeplitz(n_samples: int = 200, n_features: int = 30, cov_corr: float = 0.5, dtype='float64')[source]¶ Normal features generator with toeplitz covariance
An example of features obtained as samples of a centered Gaussian vector with a toeplitz covariance matrix
- Parameters
n_samples :
int, default=200Number of samples
n_features :
int, default=30Number of features
cov_corr :
float, default=0.5correlation coefficient of the Toeplitz correlation matrix
dtype :
{'float64', 'float32'}, default=’float64’Type of the arrays used.
- Returns
output :
numpy.ndarray, shape=(n_samples, n_features)n_samples realization of a Gaussian vector with the described covariance
