MVHistogram.calculate_covariances (function)

def calculate_covariances(self, N=100000.0)

Return the covariances about the mean from the histogram.

Under-the-hood, this calls np.cov on the output from MVHistogram.sample with N samples.

See also:

• MVHistogram.calculate_means
• MVHistogram.calculate_means_covariances

Arguments

• N (int, default=1e5): number of samples to use to pass to np.cov.

Returns

• MxM square matrix of floats.