Reputation: 437
where μ is the mean of a vector, σ2 is the variance, u2 is the average of the variances of all vectors...
for example, for the vector [0 1 0 0] the result should be 0.0833 0.3333 0.0833 0
(wiener transformed vector)
Upvotes: 2
Views: 237
Reputation: 28878
Before implementing your own statistical stuff, have you looked into SciPy?
SciPy Stats has many modules implemented using NumPy (C written, so it's faster than Python, but callable from Python, with a Pythonic syntax). So maybe you don't need to write any code yourself.
Upvotes: 2