MVSamples.calculate_covariances (function)

def calculate_covariances(self, N=1000000)

Return the covariances about the mean from the samples (MVSamples.samples if MVSamples.weights is not provided, otherwise MVSamples.samples_weighted)

Under-the-hood, this calls np.cov on MVSamples.samples or MVSamples.samples_weighted

See also:

• MVSamples.calculate_means
• MVSamples.calculate_means_covariances

Arguments

• N (int, optional, default=1e6): number of samples to draw before computing covariances. Only applicable if MVSamples.weights is not None.

Returns

• MxM square matrix of floats.