
Multivariate alteration detection (MAD) 389
Listing 9 .3: Excerpt from the Python script imad.py.
1 # weighted cov arianc e ma trices and means
2 S = cpm . covar iance ()
3 means = cpm . mea ns ()
4 # reset prov mea ns objec t
5 cpm . __i nit__ (2* bands )
6 s11 = S [0: bands ,0: ba nds ]
7 s11 = (1 - lam )* s11 + lam *np . eye ( band s )
8 s22 = S[ ba nds : , ban ds :]
9 s22 = (1 - lam )* s22 + lam *np . eye ( band s )
10 s12 = S [0: bands , bands :]
11 s21 = S[ band s : ,0: ba nds ]
12 c1 = s12 * linalg . inv ( s22 )* s21
13 b1 = s11
14 c2 = s21 * linalg . inv ( s11 )* s12
15 b2 = s22
16 # so lution of generali zed ei genpro blems
17 IF bands >1:
18 mu2a ,