compare performance between covariance and correlation matrices

dswah / sgcrfpy

SGCRFpy: Sparse Gaussian Conditional Random Fields in Python

MIT License

29 stars 5 forks source link

Open dswah opened 8 years ago

dswah commented 8 years ago

calvin mentioned that in some cases its better to use the correlation matrix...

dswah commented 7 years ago

i think this is about normalizing the data so that each variable has unit variance.

this helps us compare variables that have different scales.