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pandas.DataFrame.covΒΆ

DataFrame.cov(min_periods=None)ΒΆ

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).