fips.covariance.BlockDecayError#

class fips.covariance.BlockDecayError(name, variances, groupers, corr_func)[source]#

Error component with block-structured correlation decay.

Attributes

`corr_func`	Function that takes a DataFrame group and returns a correlation matrix for that block.
`groupers`	List of groupers to use for block structure.

Methods

build(index[, n_jobs])

Build block-structured covariance matrix with correlation decay.

Inherited