Covariance matrix syntax

Meghna Karkera mkarkera98 at gmail.com
Mon Oct 19 01:23:39 EDT 2020


Dear Sir

I am unable to find the *formula for covariance* used in np.cov syntax in
PYTHON given in link
https://numpy.org/doc/stable/reference/generated/numpy.cov.html.  Could you
please help me out.

Thanks
Meghna

On Tue, Oct 13, 2020 at 11:46 AM Christian Gollwitzer <auriocus at gmx.de>
wrote:

> Am 13.10.20 um 06:52 schrieb Meghna Karkera:
> > Could you let me know what is the back end calculation of this covariance
> > matrix syntax np.cov
> >
>
> You can look it up yourself: Go to the docs
> https://numpy.org/doc/stable/reference/generated/numpy.cov.html
>
> At the right hand side, just right of the function signature, there is a
> link [source]. Click there and it takes you to the implementation.
>
> Apparently it is done in straightforward Python.
>
>         Christian
>
> PS: Snipped a lot of unrelated citation at the bottom
>
> > On Tue, Oct 13, 2020, 10:14 Bruno P. Kinoshita <
> brunodepaulak at yahoo.com.br>
> > wrote:
> > [...]
> >> I think the np.cov is from the numpy module (imported/aliased as np?).
> --
> https://mail.python.org/mailman/listinfo/python-list
>


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