yaw.core.global_covariance

yaw.core.global_covariance(data: Sequence[SampledData], method: str | None = None, kind: str = 'full') → NDArray

Compute a joint covariance from a set of resampled data.

Typically applied to a set of CorrData, RedshiftData, or HistData containers. The joint covariance is computed by concatenating the samples along the redshift binning axis.

Warning

The input containers must have the same number of samples, and use the same resampling method. They also should be of the same type.

Parameters:

• data (sequence of SampledData) – The input containers, should be of the same type.

• method (str, optional) – Specify the sampling method to use. All other containers must follow this convention.

• kind (str, optional) – The method to compute the covariance matrix, see yaw.core.math.cov_from_samples().

Returns:

Jointly estimated covariance. Dimension matches the sum of all redshift bins in the input containers.

Return type:

NDArray