blockmatrix

Utilities to handle blockmatrices, especially covariance matrices.


Keywords
block, matrix, numpy, spatio-temporal, data
License
BSD-3-Clause
Install
pip install blockmatrix==0.2.2

Documentation

blockmatrix

A python package to provide easier working with block-structured matrices. Currently, this code mostly serves my purposes, i.e., manipulating block-structured covariance matrices and applying high-dimensional estimation techniques to them.

This package is also available on PyPi.

Usage

As of now unfortunately only the code and the docstrings are available as documentation.

Running the examples/main_spatiotemporal_manipulations.py showcases some of the functionality and visualizations.

Todos

  • Documentation
  • Testing
  • Implementation of sklearn style covariance estimators
    • Moved to ToeplitzLDA package
  • Abstract mne channels away
    • Using optional mne dependency
  • Reduce unnecessary dependencies
    • toeplitz is now optional