bundles / numpy 2.5.0.dev0+git20251130.2de293a / numpy / ma / extras / cov
function
numpy.ma.extras:cov
source: build-install/usr/lib/python3.14/site-packages/numpy/ma/extras.py :1580
Signature
def cov ( x , y = None , rowvar = True , bias = False , allow_masked = True , ddof = None ) Summary
Estimate the covariance matrix.
Extended Summary
Except for the handling of missing data this function does the same as numpy.cov. For more details and examples, see numpy.cov.
By default, masked values are recognized as such. If x and y have the same shape, a common mask is allocated: if x[i,j] is masked, then y[i,j] will also be masked. Setting allow_masked to False will raise an exception if values are missing in either of the input arrays.
Parameters
x: array_likeA 1-D or 2-D array containing multiple variables and observations. Each row of
xrepresents a variable, and each column a single observation of all those variables. Also seerowvarbelow.y: array_like, optionalAn additional set of variables and observations.
yhas the same shape asx.rowvar: bool, optionalIf
rowvaris True (default), then each row represents a variable, with observations in the columns. Otherwise, the relationship is transposed: each column represents a variable, while the rows contain observations.bias: bool, optionalDefault normalization (False) is by
(N-1), whereNis the number of observations given (unbiased estimate). Ifbiasis True, then normalization is byN. This keyword can be overridden by the keywordddofin numpy versions >= 1.5.allow_masked: bool, optionalIf True, masked values are propagated pair-wise: if a value is masked in
x, the corresponding value is masked iny. If False, raises aValueErrorexception when some values are missing.ddof: {None, int}, optionalIf not
Nonenormalization is by(N - ddof), whereNis the number of observations; this overrides the value implied bybias. The default value isNone.
Raises
: ValueErrorRaised if some values are missing and
allow_maskedis False.
Examples
import numpy as np x = np.ma.array([[0, 1], [1, 1]], mask=[0, 1, 0, 1]) y = np.ma.array([[1, 0], [0, 1]], mask=[0, 0, 1, 1])✓
np.ma.cov(x, y)
✗See also
Aliases
-
numpy.ma.cov