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pandas.DataFrame.cov
DataFrame.cov(min_periods=None)
[source]-
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).
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Licensed under the 3-clause BSD License.
https://pandas.pydata.org/pandas-docs/version/0.19.2/generated/pandas.DataFrame.cov.html