Skip to content

Commit

Permalink
deploy: f616d4f
Browse files Browse the repository at this point in the history
  • Loading branch information
@Pvjesper
Pvjesper committed Oct 25, 2024
0 parents commit b561ffe
Show file tree
Hide file tree
Showing 174 changed files with 11,458 additions and 0 deletions.
4 changes: 4 additions & 0 deletions .buildinfo
Original file line number Diff line number Diff line change
@@ -0,0 +1,4 @@
# Sphinx build info version 1
# This file records the configuration used when building these files. When it is not found, a full rebuild will be done.
config: b62f4e405982a47f40cb7db8f7b6b4fb
tags: 645f666f9bcd5a90fca523b33c5a78b7
Binary file added .doctrees/_autosummary/riecovest.covariance_estimation.doctree
Binary file not shown.
Binary file added .doctrees/_autosummary/riecovest.covariance_estimation.est_covariance_manifold.doctree
Binary file not shown.
Binary file added .doctrees/_autosummary/riecovest.covariance_estimation.est_gevd.doctree
Binary file not shown.
Binary file added .doctrees/_autosummary/riecovest.covariance_estimation.est_manifold_airm.doctree
Binary file not shown.
Binary file added .doctrees/_autosummary/riecovest.covariance_estimation.est_manifold_frob.doctree
Binary file not shown.
Binary file added .doctrees/_autosummary/riecovest.covariance_estimation.est_manifold_frob_whitened.doctree
Binary file not shown.
Binary file added ...osummary/riecovest.covariance_estimation.est_manifold_frob_whitened_by_true_noise.doctree
Binary file not shown.
Binary file added ...rees/_autosummary/riecovest.covariance_estimation.est_manifold_tylers_m_estimator.doctree
Binary file not shown.
Binary file added ...utosummary/riecovest.covariance_estimation.est_manifold_tylers_m_estimator_nonorm.doctree
Binary file not shown.
Binary file added ...s/_autosummary/riecovest.covariance_estimation.est_manifold_tylers_with_scale_opt.doctree
Binary file not shown.
Binary file added .doctrees/_autosummary/riecovest.covariance_estimation.est_manifold_wishart.doctree
Binary file not shown.
Binary file added .doctrees/_autosummary/riecovest.covariance_estimation.scm.doctree
Binary file not shown.
Binary file added .doctrees/_autosummary/riecovest.covariance_estimation.tyler_estimator.doctree
Binary file not shown.
Binary file added .doctrees/_autosummary/riecovest.distance.airm.doctree
Binary file not shown.
Binary file added .doctrees/_autosummary/riecovest.distance.doctree
Binary file not shown.
Binary file added .doctrees/_autosummary/riecovest.distance.frob_gevd_weighted.doctree
Binary file not shown.
Binary file added .doctrees/_autosummary/riecovest.distance.frob_sq.doctree
Binary file not shown.
Binary file added .doctrees/_autosummary/riecovest.distance.frob_sq_weighted.doctree
Binary file not shown.
Binary file added .doctrees/_autosummary/riecovest.distance.tyler_log_likelihood.doctree
Binary file not shown.
Binary file added .doctrees/_autosummary/riecovest.distance.tyler_log_likelihood_no_normalization.doctree
Binary file not shown.
Binary file added .doctrees/_autosummary/riecovest.distance.wasserstein_distance.doctree
Binary file not shown.
Binary file added .doctrees/_autosummary/riecovest.distance.wishart_likelihood.doctree
Binary file not shown.
Binary file added .doctrees/_autosummary/riecovest.distance.wishart_log_likelihood.doctree
Binary file not shown.
Binary file added .doctrees/_autosummary/riecovest.matrix_operations.doctree
Binary file not shown.
Binary file added .doctrees/_autosummary/riecovest.matrix_operations.generalized_eigh.doctree
Binary file not shown.
Binary file added .doctrees/_autosummary/riecovest.matrix_operations.matrix_sqrt.doctree
Binary file not shown.
Binary file added .doctrees/_autosummary/riecovest.random_matrices.doctree
Binary file not shown.
Binary file added .doctrees/_autosummary/riecovest.random_matrices.random_covariance.doctree
Binary file not shown.
Binary file added .doctrees/_autosummary/riecovest.random_matrices.random_signal_and_noise_covariance.doctree
Binary file not shown.
Binary file added .doctrees/_autosummary/riecovest.random_matrices.real_gaussian_from_complex.doctree
Binary file not shown.
Binary file added .doctrees/_autosummary/riecovest.random_matrices.sample_complex_gaussian.doctree
Binary file not shown.
Binary file added .doctrees/_autosummary/riecovest.random_matrices.sample_complex_t_distribution.doctree
Binary file not shown.
Binary file added .doctrees/_autosummary/riecovest.random_matrices.sample_elliptic_distribution.doctree
Binary file not shown.
Binary file added .doctrees/_autosummary/riecovest.random_matrices.sample_real_gaussian.doctree
Binary file not shown.
Binary file added .doctrees/_autosummary/riecovest.random_matrices.sample_real_t_distribution.doctree
Binary file not shown.
Binary file added .doctrees/environment.pickle
Binary file not shown.
Binary file added .doctrees/index.doctree
Binary file not shown.
Empty file added .nojekyll
Empty file.
155 changes: 155 additions & 0 deletions _autosummary/riecovest.covariance_estimation.est_covariance_manifold.html
Original file line number Diff line number Diff line change
@@ -0,0 +1,155 @@


<!DOCTYPE html>
<html class="writer-html5" lang="en" data-content_root="../">
<head>
<meta charset="utf-8" /><meta name="viewport" content="width=device-width, initial-scale=1" />

<meta name="viewport" content="width=device-width, initial-scale=1.0" />
<title>riecovest.covariance_estimation.est_covariance_manifold &mdash; riecovest 0.0.1 documentation</title>
<link rel="stylesheet" type="text/css" href="../_static/pygments.css?v=80d5e7a1" />
<link rel="stylesheet" type="text/css" href="../_static/css/theme.css?v=e59714d7" />


<script src="../_static/jquery.js?v=5d32c60e"></script>
<script src="../_static/_sphinx_javascript_frameworks_compat.js?v=2cd50e6c"></script>
<script src="../_static/documentation_options.js?v=d45e8c67"></script>
<script src="../_static/doctools.js?v=9bcbadda"></script>
<script src="../_static/sphinx_highlight.js?v=dc90522c"></script>
<script src="../_static/js/theme.js"></script>
<link rel="index" title="Index" href="../genindex.html" />
<link rel="search" title="Search" href="../search.html" />
<link rel="next" title="riecovest.covariance_estimation.est_gevd" href="riecovest.covariance_estimation.est_gevd.html" />
<link rel="prev" title="riecovest.covariance_estimation" href="riecovest.covariance_estimation.html" />
</head>

<body class="wy-body-for-nav">
<div class="wy-grid-for-nav">
<nav data-toggle="wy-nav-shift" class="wy-nav-side">
<div class="wy-side-scroll">
<div class="wy-side-nav-search" >



<a href="../index.html" class="icon icon-home">
riecovest
</a>
<div role="search">
<form id="rtd-search-form" class="wy-form" action="../search.html" method="get">
<input type="text" name="q" placeholder="Search docs" aria-label="Search docs" />
<input type="hidden" name="check_keywords" value="yes" />
<input type="hidden" name="area" value="default" />
</form>
</div>
</div><div class="wy-menu wy-menu-vertical" data-spy="affix" role="navigation" aria-label="Navigation menu">
<ul class="current">
<li class="toctree-l1"><a class="reference internal" href="riecovest.distance.html">riecovest.distance</a></li>
<li class="toctree-l1"><a class="reference internal" href="riecovest.matrix_operations.html">riecovest.matrix_operations</a></li>
<li class="toctree-l1 current"><a class="reference internal" href="riecovest.covariance_estimation.html">riecovest.covariance_estimation</a><ul class="current">
<li class="toctree-l2 current"><a class="current reference internal" href="#">riecovest.covariance_estimation.est_covariance_manifold</a><ul>
<li class="toctree-l3"><a class="reference internal" href="#riecovest.covariance_estimation.est_covariance_manifold"><code class="docutils literal notranslate"><span class="pre">est_covariance_manifold()</span></code></a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="riecovest.covariance_estimation.est_gevd.html">riecovest.covariance_estimation.est_gevd</a></li>
<li class="toctree-l2"><a class="reference internal" href="riecovest.covariance_estimation.est_manifold_airm.html">riecovest.covariance_estimation.est_manifold_airm</a></li>
<li class="toctree-l2"><a class="reference internal" href="riecovest.covariance_estimation.est_manifold_frob.html">riecovest.covariance_estimation.est_manifold_frob</a></li>
<li class="toctree-l2"><a class="reference internal" href="riecovest.covariance_estimation.est_manifold_frob_whitened.html">riecovest.covariance_estimation.est_manifold_frob_whitened</a></li>
<li class="toctree-l2"><a class="reference internal" href="riecovest.covariance_estimation.est_manifold_frob_whitened_by_true_noise.html">riecovest.covariance_estimation.est_manifold_frob_whitened_by_true_noise</a></li>
<li class="toctree-l2"><a class="reference internal" href="riecovest.covariance_estimation.est_manifold_tylers_m_estimator.html">riecovest.covariance_estimation.est_manifold_tylers_m_estimator</a></li>
<li class="toctree-l2"><a class="reference internal" href="riecovest.covariance_estimation.est_manifold_tylers_m_estimator_nonorm.html">riecovest.covariance_estimation.est_manifold_tylers_m_estimator_nonorm</a></li>
<li class="toctree-l2"><a class="reference internal" href="riecovest.covariance_estimation.est_manifold_tylers_with_scale_opt.html">riecovest.covariance_estimation.est_manifold_tylers_with_scale_opt</a></li>
<li class="toctree-l2"><a class="reference internal" href="riecovest.covariance_estimation.est_manifold_wishart.html">riecovest.covariance_estimation.est_manifold_wishart</a></li>
<li class="toctree-l2"><a class="reference internal" href="riecovest.covariance_estimation.scm.html">riecovest.covariance_estimation.scm</a></li>
<li class="toctree-l2"><a class="reference internal" href="riecovest.covariance_estimation.tyler_estimator.html">riecovest.covariance_estimation.tyler_estimator</a></li>
</ul>
</li>
<li class="toctree-l1"><a class="reference internal" href="riecovest.random_matrices.html">riecovest.random_matrices</a></li>
</ul>

</div>
</div>
</nav>

<section data-toggle="wy-nav-shift" class="wy-nav-content-wrap"><nav class="wy-nav-top" aria-label="Mobile navigation menu" >
<i data-toggle="wy-nav-top" class="fa fa-bars"></i>
<a href="../index.html">riecovest</a>
</nav>

<div class="wy-nav-content">
<div class="rst-content">
<div role="navigation" aria-label="Page navigation">
<ul class="wy-breadcrumbs">
<li><a href="../index.html" class="icon icon-home" aria-label="Home"></a></li>
<li class="breadcrumb-item"><a href="riecovest.covariance_estimation.html">riecovest.covariance_estimation</a></li>
<li class="breadcrumb-item active">riecovest.covariance_estimation.est_covariance_manifold</li>
<li class="wy-breadcrumbs-aside">
<a href="../_sources/_autosummary/riecovest.covariance_estimation.est_covariance_manifold.rst.txt" rel="nofollow"> View page source</a>
</li>
</ul>
<hr/>
</div>
<div role="main" class="document" itemscope="itemscope" itemtype="http://schema.org/Article">
<div itemprop="articleBody">

<section id="riecovest-covariance-estimation-est-covariance-manifold">
<h1>riecovest.covariance_estimation.est_covariance_manifold<a class="headerlink" href="#riecovest-covariance-estimation-est-covariance-manifold" title="Link to this heading"></a></h1>
<dl class="py function">
<dt class="sig sig-object py" id="riecovest.covariance_estimation.est_covariance_manifold">
<span class="sig-prename descclassname"><span class="pre">riecovest.covariance_estimation.</span></span><span class="sig-name descname"><span class="pre">est_covariance_manifold</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">ambient_dim</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">rank</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">cost</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">manifold</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">start_value</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">None</span></span></em><span class="sig-paren">)</span><a class="headerlink" href="#riecovest.covariance_estimation.est_covariance_manifold" title="Link to this definition"></a></dt>
<dd><p>Generic function for estimating a signal and noise covariance matrix on a Riemannian manifold.</p>
<p>Assumes that the signal covariance matrix is low-rank and the noise covariance matrix is full-rank. Specifically that
the signal covariance matrix is returned in the form of X, where R_x = X &#64; X^H.</p>
<dl class="field-list simple">
<dt class="field-odd">Parameters<span class="colon">:</span></dt>
<dd class="field-odd"><ul class="simple">
<li><p><strong>ambient_dim</strong> (<em>int</em>) – Dimension of the covariance matrices.</p></li>
<li><p><strong>rank</strong> (<em>int</em>) – Rank of the signal covariance matrix.</p></li>
<li><p><strong>cost</strong> (<em>function</em>) – Cost function to minimize. Must be compatible with pymanopt.function.jax.</p></li>
<li><p><strong>manifold</strong> – Riemannian manifold to optimize over. Must be compatible with pymanopt.manifolds.</p></li>
<li><p><strong>start_value</strong> (<em>tuple</em><em> of </em><em>ndarrays</em><em>, </em><em>optional</em>) – Initial value for the optimization. If None, the optimization starts from a random point.</p></li>
</ul>
</dd>
<dt class="field-even">Returns<span class="colon">:</span></dt>
<dd class="field-even"><p><ul class="simple">
<li><p><strong>Rx</strong> (<em>ndarray of shape (ambient_dim, ambient_dim)</em>) – Estimated signal covariance matrix.</p></li>
<li><p><strong>Rv</strong> (<em>ndarray of shape (ambient_dim, ambient_dim)</em>) – Estimated noise covariance matrix.</p></li>
</ul>
</p>
</dd>
</dl>
</dd></dl>

</section>


</div>
</div>
<footer><div class="rst-footer-buttons" role="navigation" aria-label="Footer">
<a href="riecovest.covariance_estimation.html" class="btn btn-neutral float-left" title="riecovest.covariance_estimation" accesskey="p" rel="prev"><span class="fa fa-arrow-circle-left" aria-hidden="true"></span> Previous</a>
<a href="riecovest.covariance_estimation.est_gevd.html" class="btn btn-neutral float-right" title="riecovest.covariance_estimation.est_gevd" accesskey="n" rel="next">Next <span class="fa fa-arrow-circle-right" aria-hidden="true"></span></a>
</div>

<hr/>

<div role="contentinfo">
<p>&#169; Copyright 2023, Jesper Brunnström.</p>
</div>

Built with <a href="https://www.sphinx-doc.org/">Sphinx</a> using a
<a href="https://github.com/readthedocs/sphinx_rtd_theme">theme</a>
provided by <a href="https://readthedocs.org">Read the Docs</a>.


</footer>
</div>
</div>
</section>
</div>
<script>
jQuery(function () {
SphinxRtdTheme.Navigation.enable(true);
});
</script>

</body>
</html>
Loading

0 comments on commit b561ffe

Please sign in to comment.