Python assign covariance row wise calculation Question: I am trying to assign the covariance value to a column based on the dataframe I have. The df is ~400k records x 30+ columns. The two data series that act as inputs for COV() are all aligned as a single record (with ~400k records). I would like …
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. Asked By: TransIndigenous || Source Answers: There is …
Rotate covariance matrix Question: I am generating 3D gaussian point clouds. I’m using the scipy.stats.multivariate.normal() function, which takes a mean value and a covariance matrix as arguments. It can then provide random samples using the rvs() method. Next I want to perform a rotation of the cloud in 3D, but rather than rotate each point …
Calculating Covariance with Python and Numpy Question: I am trying to figure out how to calculate covariance with the Python Numpy function cov. When I pass it two one-dimentional arrays, I get back a 2×2 matrix of results. I don’t know what to do with that. I’m not great at statistics, but I believe covariance …
Approximation of covariance for differently sized arrays Question: Are there any common tools in NumPy/SciPy for computing a correlation measure that works even when the input variables are differently sized? In the standard formulation of covariance and correlation, one is required to have the same number of observations for each different variable under test. Typically, …
