coffeine.spatial_filters.ProjLWSpace

class coffeine.spatial_filters.ProjLWSpace(shrink: float)

Apply regularization on covariance matrices.

A James-Stein type shrinkage is applied by weighting down the off-diagonal (cross) terms proportional to a shrinkage factor.

Parameters:

shrinkfloat

The shrinkage factor, like alpha in scikit-learn shrunk_covariance.