pandas.core.groupby.DataFrameGroupBy.cov¶

DataFrameGroupBy.cov¶

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).