Open simbartonels opened 10 years ago
Computing the variance is still inefficient. What's missing is a faster way to compute: np.diag(np.dot(X,Y))
A solution could be: (X * Y.T).sum(-1)
See here:http://stackoverflow.com/questions/14758283/is-there-a-numpy-scipy-dot-product-calculating-only-the-diagonal-entries-of-the
Computing the variance is still inefficient. What's missing is a faster way to compute: np.diag(np.dot(X,Y))
A solution could be: (X * Y.T).sum(-1)
See here:http://stackoverflow.com/questions/14758283/is-there-a-numpy-scipy-dot-product-calculating-only-the-diagonal-entries-of-the