DynStatCov - Cython Library for fast dynamic statistical co-variance update.

See http://pythonhosted.org/DynStatCov for an API documentation, installation instructions and usage examples.

See https://github.com/loli/dynstatcov for the cython sources and test files.

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Credits

Author: Oskar Maier

License

GNU General Public License (GPL) (LICENSE.txt)

Tags

dynamic statistical co-variance matrix update cython

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