stats.moment_helpers.se_cov()

statsmodels.stats.moment_helpers.se_cov

statsmodels.stats.moment_helpers.se_cov(cov) [source]

get standard deviation from covariance matrix

just a shorthand function np.sqrt(np.diag(cov))

Parameters:

Parameters:	cov : array_like, square covariance matrix
Returns:	std : ndarray standard deviation from diagonal of cov

cov : array_like, square

covariance matrix

Returns:

std : ndarray

standard deviation from diagonal of cov

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.stats.moment_helpers.se_cov.html