Covariance between two 3D arrays in python

Question

A = [time, x, y]; , B = [time, x, y] How can I find the covariance between A and B on time axis so that I can plot the the covariance on x, y plane?

Answer 1

This gives 2d array with size (x,y) that can be plotted on x,y dimensional space

for i in range (0, len(x)): for j in range (0, len(y)): cov[j,i] = numpy.cov(A[:,j,i],B[:,j,i])[0,1] It's funny how nump.cov operates. This will shed some lights too.