CovStruct.covariance_matrix()

statsmodels.genmod.cov_struct.CovStruct.covariance_matrix

CovStruct.covariance_matrix(endog_expval, index) [source]

Returns the working covariance or correlation matrix for a given cluster of data.

Parameters:	endog_expval: array-like : The expected values of endog for the cluster for which the covariance or correlation matrix will be returned index: integer : The index of the cluster for which the covariane or correlation matrix will be returned
Returns:	M: matrix : The covariance or correlation matrix of endog is_cor: bool : True if M is a correlation matrix, False if M is a covariance matrix