Is there a R function or Python for finding the covariance-matrix of a random vector?
Question:
https://www.biostat.jhsph.edu/~iruczins/teaching/140.751/notes/ch3.pdf
Every R function or Python function I found finds the covariance between two vectors or returns a scalar, but I want a function that takes vector and returns a matrix.
Answers:
There is one for numpy arrays:
https://numpy.org/doc/stable/reference/generated/numpy.cov.html .
https://www.biostat.jhsph.edu/~iruczins/teaching/140.751/notes/ch3.pdf
Every R function or Python function I found finds the covariance between two vectors or returns a scalar, but I want a function that takes vector and returns a matrix.
There is one for numpy arrays:
https://numpy.org/doc/stable/reference/generated/numpy.cov.html .