Maximum Covariance Analysis in Python
Project description
Maximum Covariance Analysis in Python
Maximum Covariance Analysis (MCA) maximises the temporal covariance between two different data fields and is closely related to Principal Component Analysis (PCA) / Empirical Orthogonal Function (EOF) analysis, which maximises the variance within a single data field. MCA allows to extract the dominant co-varying patterns between two different data fields.
The module xmca
works with numpy.ndarray
and xarray.DataArray
as input fields.
Installation
pip install xmca
Testing
After cloning the repository
python -m unittest discover -v -s tests/
Core Features
- Standard PCA/MCA
- Rotated PCA/MCA
- Orthogonal Varimax rotation
- Oblique Promax rotation
- Complex PCA/MCA (also known as Hilbert EOF analysis)
- Optimised Theta model extension
- normalization of input data
- latitude correction to compensate for stretched areas in higher latitutes
Project details
Release history Release notifications | RSS feed
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.
Source Distribution
xmca-0.1.0.tar.gz
(20.6 kB
view hashes)
Built Distribution
xmca-0.1.0-py3-none-any.whl
(34.9 kB
view hashes)