Covariance matrix syntax

[Meghna Karkera]

Dear Sir

Now I figured out why there was a difference when I manually computed
covariance and when I use the np. cov syntax in python.

The formula I used was ((yi-ymean)(yj-ymean))/n...unbiasdness.


The formula np.cov uses is ((yi-ymean)(yj-ymean)) /n-1.

Thanks

Sincerely
Meghna Raviraj Karkera

On Mon, Oct 19, 2020, 21:30 Markos <markos at c2o.pro.br> wrote:

> Hi Meghna,
>
> I organized some tutorials about Machine Learning for Chemistry with
> Python.
>
> Where you can find some info about the use of Covariance Matrix that may
> help you.
>
> The originals are in Portugueese, but you can read using Google Translator:
>
> https://tinyurl.com/yybazx9n
>
> https://tinyurl.com/y29mule6
>
> https://tinyurl.com/yxtg4tce
>
> Best Regards,
> Markos
>
> Em 19-10-2020 02:23, Meghna Karkera escreveu:
> > 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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