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Method argpartition
NumPy Random Generator4 topics
Method choiceMethod dotMethod finfoMethod histogramMethod iinfoMethod maxMethod meanMethod placeMethod rootsMethod seedMethod uniformMethod viewMethod zerosMethod sumObject busdaycalendarMethod is_busdayProperty dtypeMethod uniqueMethod loadtxtMethod vsplitMethod fliplrMethod setdiff1dMethod msortMethod argsortMethod lexsortMethod aroundMethod nanmaxMethod nanminMethod nanargmaxMethod nanargminMethod argmaxMethod argminProperty itemsizeMethod spacingMethod fixMethod ceilMethod diffProperty flatProperty realProperty baseMethod flipMethod deleteMethod amaxMethod aminMethod logical_xorMethod logical_orMethod logical_notMethod logical_andMethod logaddexpMethod logaddexp2Method logspaceMethod not_equalMethod equalMethod greater_equalMethod lessMethod less_equalMethod remainderMethod modMethod emptyMethod greaterMethod isfiniteMethod busday_countMethod repeatMethod varMethod random_sampleMethod randomMethod signMethod stdMethod absoluteMethod absMethod sortMethod randintMethod isrealMethod linspaceMethod gradientMethod allMethod sampleProperty TProperty imagMethod covMethod insertMethod logMethod log1pMethod exp2Method expm1Method expMethod arccosMethod cosMethod arcsinMethod sinMethod tanMethod fromiterMethod trim_zerosMethod diagflatMethod savetxtMethod count_nonzeroProperty sizeProperty shapeMethod reshapeMethod resizeMethod triuMethod trilMethod eyeMethod arangeMethod fill_diagonalMethod tileMethod saveMethod transposeMethod swapaxesMethod meshgridProperty mgridMethod rot90Method log2Method radiansMethod deg2radMethod rad2degMethod degreesMethod log10Method appendMethod cumprodProperty nbytesMethod tostringProperty dataMethod modfMethod fmodMethod tolistMethod datetime_as_stringMethod datetime_dataMethod array_splitMethod itemsetMethod floorMethod put_along_axisMethod cumsumMethod bincountMethod putMethod putmaskMethod takeMethod hypotMethod sqrtMethod squareMethod floor_divideMethod triMethod signbitMethod flattenMethod ravelMethod rollMethod isrealobjMethod diagMethod diagonalMethod quantileMethod onesMethod iscomplexobjMethod iscomplexMethod isscalarMethod divmodMethod isnatMethod percentileMethod isnanMethod divideMethod addMethod reciprocalMethod positiveMethod subtractMethod medianMethod isneginfMethod isposinfMethod float_powerMethod powerMethod negativeMethod maximumMethod averageMethod isinfMethod multiplyMethod busday_offsetMethod identityMethod interpMethod squeezeMethod get_printoptionsMethod savez_compressedMethod savezMethod loadMethod asfarrayMethod clipMethod arrayMethod array_equivMethod array_equalMethod frombufferMethod set_string_functionMethod matmulMethod genfromtxtMethod fromfunctionMethod asscalarMethod searchsortedMethod full_likeMethod fullMethod shares_memoryMethod ptpMethod digitizeMethod argwhereMethod geomspaceMethod zeros_likeMethod fabsMethod flatnonzeroMethod vstackMethod dstackMethod fromstringMethod tobytesMethod expand_dimsMethod ranfMethod arctanMethod itemMethod extractMethod compressMethod chooseMethod asarrayMethod asmatrixMethod allcloseMethod iscloseMethod anyMethod corrcoefMethod truncMethod prodMethod crossMethod true_divideMethod hsplitMethod splitMethod rintMethod ediff1dMethod lcmMethod gcdMethod cbrtMethod flipudProperty ndimMethod array2stringMethod set_printoptionsMethod whereMethod hstack
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chevron_left Documentation
Method argpartition
NumPy Random Generator4 topics
Method choiceMethod dotMethod finfoMethod histogramMethod iinfoMethod maxMethod meanMethod placeMethod rootsMethod seedMethod uniformMethod viewMethod zerosMethod sumObject busdaycalendarMethod is_busdayProperty dtypeMethod uniqueMethod loadtxtMethod vsplitMethod fliplrMethod setdiff1dMethod msortMethod argsortMethod lexsortMethod aroundMethod nanmaxMethod nanminMethod nanargmaxMethod nanargminMethod argmaxMethod argminProperty itemsizeMethod spacingMethod fixMethod ceilMethod diffProperty flatProperty realProperty baseMethod flipMethod deleteMethod amaxMethod aminMethod logical_xorMethod logical_orMethod logical_notMethod logical_andMethod logaddexpMethod logaddexp2Method logspaceMethod not_equalMethod equalMethod greater_equalMethod lessMethod less_equalMethod remainderMethod modMethod emptyMethod greaterMethod isfiniteMethod busday_countMethod repeatMethod varMethod random_sampleMethod randomMethod signMethod stdMethod absoluteMethod absMethod sortMethod randintMethod isrealMethod linspaceMethod gradientMethod allMethod sampleProperty TProperty imagMethod covMethod insertMethod logMethod log1pMethod exp2Method expm1Method expMethod arccosMethod cosMethod arcsinMethod sinMethod tanMethod fromiterMethod trim_zerosMethod diagflatMethod savetxtMethod count_nonzeroProperty sizeProperty shapeMethod reshapeMethod resizeMethod triuMethod trilMethod eyeMethod arangeMethod fill_diagonalMethod tileMethod saveMethod transposeMethod swapaxesMethod meshgridProperty mgridMethod rot90Method log2Method radiansMethod deg2radMethod rad2degMethod degreesMethod log10Method appendMethod cumprodProperty nbytesMethod tostringProperty dataMethod modfMethod fmodMethod tolistMethod datetime_as_stringMethod datetime_dataMethod array_splitMethod itemsetMethod floorMethod put_along_axisMethod cumsumMethod bincountMethod putMethod putmaskMethod takeMethod hypotMethod sqrtMethod squareMethod floor_divideMethod triMethod signbitMethod flattenMethod ravelMethod rollMethod isrealobjMethod diagMethod diagonalMethod quantileMethod onesMethod iscomplexobjMethod iscomplexMethod isscalarMethod divmodMethod isnatMethod percentileMethod isnanMethod divideMethod addMethod reciprocalMethod positiveMethod subtractMethod medianMethod isneginfMethod isposinfMethod float_powerMethod powerMethod negativeMethod maximumMethod averageMethod isinfMethod multiplyMethod busday_offsetMethod identityMethod interpMethod squeezeMethod get_printoptionsMethod savez_compressedMethod savezMethod loadMethod asfarrayMethod clipMethod arrayMethod array_equivMethod array_equalMethod frombufferMethod set_string_functionMethod matmulMethod genfromtxtMethod fromfunctionMethod asscalarMethod searchsortedMethod full_likeMethod fullMethod shares_memoryMethod ptpMethod digitizeMethod argwhereMethod geomspaceMethod zeros_likeMethod fabsMethod flatnonzeroMethod vstackMethod dstackMethod fromstringMethod tobytesMethod expand_dimsMethod ranfMethod arctanMethod itemMethod extractMethod compressMethod chooseMethod asarrayMethod asmatrixMethod allcloseMethod iscloseMethod anyMethod corrcoefMethod truncMethod prodMethod crossMethod true_divideMethod hsplitMethod splitMethod rintMethod ediff1dMethod lcmMethod gcdMethod cbrtMethod flipudProperty ndimMethod array2stringMethod set_printoptionsMethod whereMethod hstack
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NumPy | cov method

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schedule Mar 10, 2022
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local_offer PythonNumPy
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Numpy's cov(~) method computes the covariance given two arrays.

Parameters

1. x | array-like

Each row represents a separate column data (i.e. a variable). See the example below for clarification.

2. y | array-like | optional

Instead of specifying your dataset as a new row in x, you can just specify it as y.

3. rowvar | boolean | optional

If True, then each row in x represents a variable. If False, then each column in x represents a variable. By default, rowvar=True.

4. bias | boolean | optional

Whether to compute the biased estimate of the covariance, or the unbiased one. By default, bias=False (sample covariance).

5. ddof | int | optional

The delta degree of freedom. This can be used to modify the denominator in the front:

$$\frac{1}{N\color{blue}{-ddof}}\sum_{i=0}^{N}\left(x_i-\bar{x}^2\right)$$

By default, ddof=0.

6. fweights | array-like | optional

The number of times each observation should be repeated. See example below for clarification.

7. aweights | array-like | optional

A 1D array of weights placed on each observation. The higher the weight, the more important the observation is.

Return value

If one variable is given, then the a scalar is returned. Otherwise, a Numpy array is returned.

Examples

Computing sample covariance

np.cov([2,3,5,6], [3,5,8,12])
array([[ 3.33333333, 7. ],
[ 7. , 15.33333333]])

This is exactly the same as specifying a 2D array:

np.cov([[2,3,5,6], [3,5,8,12]])
array([[ 3.33333333, 7. ],
[ 7. , 15.33333333]])

Computing population covariance

np.cov([2,3,5,6], [3,5,8,12], ddof=0)
array([[ 2.5 , 5.25],
[ 5.25, 11.5 ]])

You could also set bias=True:

np.cov([2,3,5,6], [3,5,8,12], bias=True)
array([[ 2.5 , 5.25],
[ 5.25, 11.5 ]])

Repeating values using fweights

np.cov([2,3,5,6], [3,5,8,12], fweights=[2,1,1,1])
array([[ 3.3 , 6.85],
[ 6.85, 14.7 ]])

This is exactly the same as the following:

np.cov([2,2,3,5,6], [3,3,5,8,12])
array([[ 3.3 , 6.85],
[ 6.85, 14.7 ]])

That is, the first value of each array was repeated twice, as specified by fweights.

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Published by Isshin Inada
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