pacodelumberg
Reputation: 2274
Calculating Covariance Matrix of Two Distributions In Python
I would like to calculate the Covariance matrix of two distributions, what could be the possible ways to calculate them in python?
Upvotes: 2
Views: 1081
Answers (1)
David Robinson
Reputation: 78600
You should use numpy.
>>> from numpy import cov
>>> cov([1, 2, 3], [2, 12, 14])
array([[ 1. , 6. ],
[ 6. , 41.33333333]])
Upvotes: 6
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