DataFrameGroupBy.cov()

pandas.core.groupby.DataFrameGroupBy.cov

DataFrameGroupBy.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).

© 2011–2012 Lambda Foundry, Inc. and PyData Development Team
© 2008–2011 AQR Capital Management, LLC
© 2008–2014 the pandas development team
Licensed under the 3-clause BSD License.
http://pandas.pydata.org/pandas-docs/version/0.18.1/generated/pandas.core.groupby.DataFrameGroupBy.cov.html

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