Method
NumCosmoMathStatsVeccompute_cov_robust_diag
Declaration [src]
NcmMatrix*
ncm_stats_vec_compute_cov_robust_diag (
NcmStatsVec* svec
)
Description [src]
Compute the covariance using the saved data applying a a robust scale estimator for each degree of freedom.
Return value
Type: NcmMatrix
A diagonal NcmMatrix $D$ containing the estimated variances.
| The caller of the method takes ownership of the returned data, and is responsible for freeing it. |