pandas.DataFrame.cov — pandas 0.16.2 documentation (original) (raw)
DataFrame.cov(min_periods=None)¶
Compute pairwise covariance of columns, excluding NA/null values
| Parameters: | min_periods : int, optional Minimum number of observations required per pair of columns to have a valid result. |
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| Returns: | y : DataFrame |
Notes
y contains the covariance matrix of the DataFrame’s time series. The covariance is normalized by N-1 (unbiased estimator).