Calculating Covariance Matrix of Two Distributions In Python

Question

I would like to calculate the Covariance matrix of two distributions, what could be the possible ways to calculate them in python?

score 6 · Accepted Answer · edited Mar 06 '23 at 19:00

6

You should use numpy.

>>> from numpy import cov
>>> cov([1, 2, 3], [2, 12, 14])
array([[  1.        ,   6.        ],
       [  6.        ,  41.33333333]])

edited Mar 06 '23 at 19:00

Glorfindel

answered Jan 08 '12 at 16:56

David Robinson

1 Answers1