Numpy 1.12
Numpy 1.12
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numpy.cov()

numpy.cov

numpy.cov(m, y=None, rowvar=True, bias=False, ddof=None, fweights=None, aweights=None) [source]

Estimate a covariance matrix, given data and weights.

Covariance indicates the level to which two variables vary together. If we examine N-dimensional samples, X = [x_1, x_2, ... x_N]^T, then the covariance matrix element C_{ij}