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, , then the covariance matrix element is the covariance of and . The element is the variance of . See the notes for an outline of the algorithm. Parameters:
m : array_like A 1-D or 2-D array containing multiple variables and observatio