add covariance calculation - #4
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Pull request overview
This PR adds a covariance computation API to the flex.FLEX Laguerre/Fourier expansion implementation, allowing callers to estimate per-harmonic (m) covariance across Laguerre orders (n) using particles as observations.
Changes:
- Added
FLEX.laguerre_covariance()to compute and cache unbiased sample covariance matrices for cosine and sine terms with axes(m, n, n). - Updated
FLEXclass docstring to document the new method and thecoscovariance/sincovarianceattributes. - Added tests validating the covariance results against
numpy.covand verifying the<2 particleserror case.
Reviewed changes
Copilot reviewed 2 out of 2 changed files in this pull request and generated no comments.
| File | Description |
|---|---|
| tests/test_flex.py | Adds unit tests comparing laguerre_covariance() output to numpy.cov and checks the minimum-particle constraint. |
| src/flex/flexbase.py | Implements laguerre_covariance() and documents the new cached covariance attributes. |
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This PR simply adds a (fairly naive) implementation of covariance. Tests suggest this takes about 4x as long as computing the coefficients themselves, so be warned.