pandas.DataFrame.cov

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.

Returns :

y : DataFrame

Notes

y contains the covariance matrix of the DataFrame’s time series. The covariance is normalized by N-1 (unbiased estimator).