stats.sandwich_covariance.se_cov()
statsmodels.stats.sandwich_covariance.se_cov
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statsmodels.stats.sandwich_covariance.se_cov(cov)
[source] -
get standard deviation from covariance matrix
just a shorthand function np.sqrt(np.diag(cov))
Parameters: cov : array_like, square
covariance matrix
Returns: std : ndarray
standard deviation from diagonal of cov
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.stats.sandwich_covariance.se_cov.html