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

pycudacov

A PyCUDA covariance matrix parallel implementation

coffe

The public repository for the code COFFE

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

skggm2

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