def csp_base(C_a, C_b):
  P = whitener(C_a + C_b)
  P_C_b = reduce(np.dot, [P, C_b, P.T])
  _, _, B = np.linalg.svd((P_C_b))
  return np.dot(B, P.T)
@summary prints standard deviation of returns for a fund
dataset/ETHPy150Open breuderink/eegtools/eegtools/spatfilt.py/csp_base--crossover with--dataset/ETHPy150Open tucker777/QSTK/Bin/report.py/print_benchmark_coer