Covariance Matrix Python Packages

pyriemann

Machine learning for multivariate data through the Riemannian geometry of positive definite matrices in Python

precise

Online Covariance and Correlation Estimation

coffe

The public repository for the code COFFE

pycudacov

A PyCuda Covariance Matrix Parallel Implementation

pyriemann-qiskit

A library for machine learning and quantum programming based on pyRiemann and Qiskit projects

skggm

Scikit-learn compatible estimation of general graphical models

linearcorex

Fast, linear version of CorEx for covariance estimation, dimensionality reduction, and subspace clustering with very under-sampled, high-dimensional data

skggm2

Gaussian graphical models for scikit-learn.