Numpy Covariance Matrix numpy.cov

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Chapters
00:00 Numpy Covariance Matrix Numpy.Cov
00:46 Accepted Answer Score 17
01:01 Answer 2 Score 1
01:13 Thank you

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Full question
https://stackoverflow.com/questions/4317...

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Tags
#python #matlab #numpy #sympy #covariance

#avk47

ACCEPTED ANSWER

Score 17

Amazingly, the documentation might tell you. You should pass rowvar=False to indicate that columns represent variables.

>>> data.shape
(768, 8)
>>> numpy.cov(data, rowvar=False).shape
(8, 8)

ANSWER 2

Score 1

as per default, each row is observation, each column is feature, which is swaped in numpi per definition, so all you need to do is transpose, where R is matrix

np.cov(R.T)

np.cov(R, rowvar = False)