Covariance matrix syntax

[Meghna Karkera]

Is there any syntax for covariance which uses the unbiased formula
(yi-ymean)*(yj-ymean) /n...Monte Carlo method

On Sat, Oct 24, 2020, 21:11 Meghna Karkera <mkarkera98 at gmail.com> wrote:

> 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
>> >>
>>
>> --
>> https://mail.python.org/mailman/listinfo/python-list
>>
>