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DOC Ensures that MinCovDet passes numpydoc validation #20580

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Jul 21, 2021
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DOC Ensures that MinCovDet passes numpydoc validation #20580

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e21a60a
Remove MinCovDet from DOCSTRING_IGNORE_LIST.
genvalen Jul 21, 2021
3b8c62f
Ensure MinCovDet passes numpydoc validation.
genvalen Jul 21, 2021
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1 change: 0 additions & 1 deletion maint_tools/test_docstrings.py
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Original file line number Diff line number Diff line change
Expand Up @@ -62,7 +62,6 @@
"MDS",
"MLPRegressor",
"MeanShift",
"MinCovDet",
"MiniBatchDictionaryLearning",
"MiniBatchKMeans",
"MiniBatchSparsePCA",
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40 changes: 27 additions & 13 deletions sklearn/covariance/_robust_covariance.py
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Expand Up @@ -648,6 +648,31 @@ class MinCovDet(EmpiricalCovariance):

.. versionadded:: 0.24

See Also
--------
EllipticEnvelope : An object for detecting outliers in
a Gaussian distributed dataset.
EmpiricalCovariance : Maximum likelihood covariance estimator.
GraphicalLasso : Sparse inverse covariance estimation
with an l1-penalized estimator.
GraphicalLassoCV : Sparse inverse covariance with cross-validated
choice of the l1 penalty.
LedoitWolf : LedoitWolf Estimator.
OAS : Oracle Approximating Shrinkage Estimator.
ShrunkCovariance : Covariance estimator with shrinkage.

References
----------

.. [Rouseeuw1984] P. J. Rousseeuw. Least median of squares regression.
J. Am Stat Ass, 79:871, 1984.
.. [Rousseeuw] A Fast Algorithm for the Minimum Covariance Determinant
Estimator, 1999, American Statistical Association and the American
Society for Quality, TECHNOMETRICS
.. [ButlerDavies] R. W. Butler, P. L. Davies and M. Jhun,
Asymptotics For The Minimum Covariance Determinant Estimator,
The Annals of Statistics, 1993, Vol. 21, No. 3, 1385-1400

Examples
--------
>>> import numpy as np
Expand All @@ -665,18 +690,6 @@ class MinCovDet(EmpiricalCovariance):
[0.2535..., 0.3053...]])
>>> cov.location_
array([0.0813... , 0.0427...])

References
----------

.. [Rouseeuw1984] P. J. Rousseeuw. Least median of squares regression.
J. Am Stat Ass, 79:871, 1984.
.. [Rousseeuw] A Fast Algorithm for the Minimum Covariance Determinant
Estimator, 1999, American Statistical Association and the American
Society for Quality, TECHNOMETRICS
.. [ButlerDavies] R. W. Butler, P. L. Davies and M. Jhun,
Asymptotics For The Minimum Covariance Determinant Estimator,
The Annals of Statistics, 1993, Vol. 21, No. 3, 1385-1400
"""

_nonrobust_covariance = staticmethod(empirical_covariance)
Expand All @@ -695,7 +708,7 @@ def __init__(
self.random_state = random_state

def fit(self, X, y=None):
"""Fits a Minimum Covariance Determinant with the FastMCD algorithm.
"""Fit a Minimum Covariance Determinant with the FastMCD algorithm.

Parameters
----------
Expand All @@ -709,6 +722,7 @@ def fit(self, X, y=None):
Returns
-------
self : object
Returns the instance itself.
"""
X = self._validate_data(X, ensure_min_samples=2, estimator="MinCovDet")
random_state = check_random_state(self.random_state)
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