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Commit d41b02ae authored by Gael Varoquaux's avatar Gael Varoquaux
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BUG: example now needs 'assume_centered'

parent cc7937eb
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......@@ -28,6 +28,7 @@ from scipy.linalg import toeplitz, cholesky
from sklearn.covariance import LedoitWolf, OAS
np.random.seed(0)
###############################################################################
n_features = 100
# simulation covariance matrix (AR(1) process)
......@@ -46,12 +47,12 @@ for i, n_samples in enumerate(n_samples_range):
X = np.dot(
np.random.normal(size=(n_samples, n_features)), coloring_matrix.T)
lw = LedoitWolf(store_precision=False)
lw = LedoitWolf(store_precision=False, assume_centered=True)
lw.fit(X)
lw_mse[i, j] = lw.error_norm(real_cov, scaling=False)
lw_shrinkage[i, j] = lw.shrinkage_
oa = OAS(store_precision=False)
oa = OAS(store_precision=False, assume_centered=True)
oa.fit(X)
oa_mse[i, j] = oa.error_norm(real_cov, scaling=False)
oa_shrinkage[i, j] = oa.shrinkage_
......
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